+27.3%
WAT vs VLTO
+18.3%
+9.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -1.9% | +13.8% | -15.8% | -4.1% |
| 30D | +6.2% | +21.2% | -14.9% | +2.4% |
| 3M | +18.1% | +21.5% | -3.4% | +13.7% |
| 6M | +54.9% | +33.0% | +21.9% | +46.7% |
| YTD | +23.1% | +17.8% | +5.3% | +20.9% |
| 1Y | +27.3% | +18.1% | +9.2% | +24.8% |
| All | +27.3% | +18.3% | +9.0% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling