+27.3%
WAT vs VMC
+3.7%
+23.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.2% |
| 7D | -1.9% | +12.3% | -14.3% | -5.8% |
| 30D | +6.2% | +21.2% | -15.0% | -0.7% |
| 3M | +18.1% | +4.6% | +13.4% | +16.2% |
| 6M | +54.9% | +3.9% | +51.0% | +52.8% |
| YTD | +23.1% | +5.0% | +18.1% | +16.5% |
| 1Y | +27.3% | +2.6% | +24.7% | +22.1% |
| All | +27.3% | +3.7% | +23.6% | +22.1% |
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