+1,107.1%
WAT vs VO
+797.8%
+309.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -1.1% | -2.6% | +1.4% | +1.0% |
| 30D | +5.0% | -0.9% | +5.9% | +5.8% |
| 3M | +14.5% | -3.0% | +17.5% | +17.4% |
| 6M | +30.9% | +2.2% | +28.7% | +28.6% |
| YTD | +20.5% | +10.6% | +9.9% | +11.1% |
| 1Y | +23.3% | +12.5% | +10.8% | +12.2% |
| 3Y | +81.5% | +61.4% | +20.1% | +24.5% |
| 5Y | +33.4% | +33.4% | 0.0% | +6.6% |
| 10Y | +231.5% | +201.5% | +29.9% | +38.1% |
| All | +1,107.1% | +797.8% | +309.3% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling