+52.9%
WAT vs VMC
+22.8%
+30.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -0.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -1.0% | -9.1% | +8.1% | +3.1% |
| 3M | +10.9% | -4.1% | +15.0% | +12.4% |
| 6M | +33.2% | -5.5% | +38.7% | +35.9% |
| YTD | +6.1% | -8.9% | +15.0% | +8.6% |
| 1Y | +30.2% | -12.9% | +43.2% | +36.0% |
| 3Y | +52.9% | +22.1% | +30.7% | +35.3% |
| All | +52.9% | +22.8% | +30.0% | +35.3% |
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