+36.6%
WAT vs VMC
-8.5%
+45.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -1.3% | -4.3% | +3.0% | +0.3% |
| 30D | +2.3% | -8.2% | +10.6% | +5.6% |
| 3M | +8.7% | -7.0% | +15.8% | +11.5% |
| 6M | +28.3% | -10.8% | +39.1% | +32.8% |
| YTD | +7.8% | -7.4% | +15.2% | +7.3% |
| 1Y | +36.6% | -9.5% | +46.1% | +37.2% |
| All | +36.6% | -8.5% | +45.1% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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