+12,475.7%
WAT vs VMC
+2,336.7%
+10,139.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | +9.6% | +17.7% | -8.1% | +3.9% |
| 3M | +15.5% | +1.1% | +14.4% | +14.8% |
| 6M | +33.9% | +1.8% | +32.1% | +32.4% |
| YTD | +25.2% | +1.5% | +23.7% | +23.4% |
| 1Y | +26.3% | -1.1% | +27.4% | +25.6% |
| 3Y | +85.8% | +38.8% | +47.0% | +65.1% |
| 5Y | +35.3% | +49.6% | -14.3% | +16.7% |
| 10Y | +231.8% | +130.6% | +101.2% | +135.4% |
| All | +12,475.7% | +2,336.7% | +10,139.0% | +3,276.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling