+161.8%
WAT vs VIG
+247.5%
-85.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -2.9% | -2.2% | -0.7% | -0.5% |
| 30D | -3.2% | -3.2% | 0.0% | +0.3% |
| 3M | +10.6% | +3.0% | +7.6% | +7.2% |
| 6M | +34.0% | +8.1% | +25.9% | +23.6% |
| YTD | +5.7% | +9.1% | -3.3% | -3.4% |
| 1Y | +37.1% | +12.6% | +24.5% | +21.1% |
| 3Y | +52.4% | +55.4% | -3.0% | -2.7% |
| 5Y | -4.4% | +62.8% | -67.2% | -41.3% |
| All | +161.8% | +247.5% | -85.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling