-5.1%
WAT vs VIG
+63.6%
-68.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.6% |
| 7D | -0.7% | -0.4% | -0.3% | -0.2% |
| 30D | -1.0% | -2.1% | +1.1% | +1.8% |
| 3M | +10.9% | +3.3% | +7.6% | +6.5% |
| 6M | +33.2% | +9.3% | +23.9% | +19.5% |
| YTD | +6.1% | +10.1% | -4.1% | -5.8% |
| 1Y | +30.2% | +14.7% | +15.5% | +9.9% |
| 3Y | +52.9% | +56.9% | -4.1% | -10.5% |
| 5Y | -5.1% | +62.9% | -68.0% | -46.5% |
| All | -5.1% | +63.6% | -68.7% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling