+85.8%
WAT vs VMC
+39.7%
+46.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +3.4% | +1.1% | +2.3% | +2.9% |
| 30D | +9.6% | +17.7% | -8.1% | +2.0% |
| 3M | +15.5% | +1.1% | +14.4% | +14.7% |
| 6M | +33.9% | +1.8% | +32.1% | +32.0% |
| YTD | +25.2% | +1.5% | +23.7% | +22.0% |
| 1Y | +26.3% | -1.1% | +27.4% | +24.6% |
| 3Y | +85.8% | +38.8% | +47.0% | +49.7% |
| All | +85.8% | +39.7% | +46.1% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling