+34.7%
WAT vs VO
+13.6%
+21.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.4% |
| 7D | -1.8% | -0.6% | -1.2% | -1.1% |
| 30D | -1.7% | -1.9% | +0.2% | +0.5% |
| 3M | +9.1% | +3.3% | +5.8% | +5.4% |
| 6M | +32.4% | +9.7% | +22.7% | +20.1% |
| YTD | +6.6% | +12.6% | -6.0% | -5.6% |
| 1Y | +34.7% | +13.6% | +21.1% | +16.1% |
| All | +34.7% | +13.6% | +21.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling