+10,726.6%
WAT vs VMC
+2,123.3%
+8,603.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -1.3% | -4.3% | +3.0% | +0.1% |
| 30D | +2.3% | -8.2% | +10.6% | +5.2% |
| 3M | +8.7% | -7.0% | +15.8% | +11.0% |
| 6M | +28.3% | -10.8% | +39.1% | +32.7% |
| YTD | +7.8% | -7.4% | +15.2% | +9.7% |
| 1Y | +36.6% | -9.5% | +46.1% | +39.9% |
| 3Y | +45.7% | +20.5% | +25.2% | +35.5% |
| 5Y | -3.3% | +51.6% | -54.9% | -16.8% |
| 10Y | +162.1% | +150.0% | +12.1% | +81.3% |
| All | +10,726.6% | +2,123.3% | +8,603.3% | +2,899.8% |
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