+88.4%
WAT vs VLTO
+73.3%
+15.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.8% |
| 7D | +6.0% | +2.0% | +4.0% | +5.1% |
| 30D | +9.9% | +21.8% | -11.9% | -0.7% |
| 3M | +17.2% | +20.2% | -3.0% | +6.5% |
| 6M | +34.2% | +36.3% | -2.1% | +13.7% |
| YTD | +25.5% | +18.8% | +6.7% | +14.6% |
| 1Y | +28.3% | +20.4% | +7.9% | +15.9% |
| 3Y | +88.4% | +71.9% | +16.5% | +52.5% |
| All | +88.4% | +73.3% | +15.1% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling