-4.1%
WAT vs VMC
+48.3%
-52.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +2.0% |
| 7D | -1.8% | -5.3% | +3.5% | +0.8% |
| 30D | -1.7% | -12.3% | +10.6% | +4.6% |
| 3M | +9.1% | -10.3% | +19.3% | +14.3% |
| 6M | +32.4% | -8.6% | +41.0% | +37.4% |
| YTD | +6.6% | -11.9% | +18.5% | +11.4% |
| 1Y | +34.7% | -13.9% | +48.6% | +42.2% |
| 3Y | +53.6% | +18.2% | +35.4% | +34.5% |
| 5Y | -4.1% | +47.7% | -51.8% | -27.2% |
| All | -4.1% | +48.3% | -52.3% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling