+23.3%
WAT vs VLTO
+18.3%
+5.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.1% | +5.4% | -6.5% | -1.9% |
| 30D | +5.0% | +22.3% | -17.4% | +1.0% |
| 3M | +14.5% | +19.6% | -5.1% | +10.6% |
| 6M | +30.9% | +35.2% | -4.2% | +23.7% |
| YTD | +20.5% | +17.9% | +2.6% | +18.3% |
| 1Y | +23.3% | +19.5% | +3.8% | +20.2% |
| All | +23.3% | +18.3% | +5.0% | +20.2% |
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 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