+12,353.6%
WAT vs VMC
+2,311.8%
+10,041.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | +0.7% | -4.3% | +5.0% | +2.1% |
| 30D | +9.0% | +16.2% | -7.2% | +3.7% |
| 3M | +13.5% | -0.8% | +14.3% | +13.5% |
| 6M | +35.3% | +1.2% | +34.1% | +34.1% |
| YTD | +24.0% | +0.5% | +23.5% | +22.6% |
| 1Y | +22.0% | -2.9% | +24.9% | +21.9% |
| 3Y | +84.0% | +37.3% | +46.7% | +64.0% |
| 5Y | +34.4% | +48.8% | -14.4% | +16.1% |
| 10Y | +231.4% | +131.4% | +100.0% | +134.9% |
| All | +12,353.6% | +2,311.8% | +10,041.8% | +3,254.9% |
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