+69.2%
WAT vs VLTO
+54.1%
+15.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -5.6% | +12.0% | -17.6% | -10.8% |
| 30D | +3.8% | +20.8% | -17.0% | -5.6% |
| 3M | +13.3% | +20.1% | -6.8% | +3.3% |
| 6M | +32.2% | +32.6% | -0.4% | +14.2% |
| YTD | +19.3% | +17.3% | +2.0% | +9.8% |
| 1Y | +21.8% | +17.3% | +4.5% | +11.9% |
| 3Y | +73.9% | +66.9% | +7.0% | +39.5% |
| All | +69.2% | +54.1% | +15.1% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling