+70.9%
WAT vs VLTO
+54.8%
+16.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -1.1% | +5.4% | -6.5% | -3.5% |
| 30D | +5.0% | +22.3% | -17.4% | -5.1% |
| 3M | +14.5% | +19.6% | -5.1% | +4.6% |
| 6M | +30.9% | +35.2% | -4.2% | +12.0% |
| YTD | +20.5% | +17.9% | +2.6% | +10.7% |
| 1Y | +23.3% | +19.5% | +3.8% | +12.1% |
| 3Y | +81.5% | +73.9% | +7.6% | +43.9% |
| All | +70.9% | +54.8% | +16.1% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling