+979.9%
WAT vs VO
+827.2%
+152.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | +2.3% | -0.3% | +2.7% | +2.7% |
| 3M | +8.7% | +2.9% | +5.8% | +6.2% |
| 6M | +28.3% | +9.3% | +19.0% | +19.5% |
| YTD | +7.8% | +14.2% | -6.4% | -3.2% |
| 1Y | +36.6% | +15.3% | +21.3% | +21.8% |
| 3Y | +45.7% | +56.2% | -10.6% | +2.5% |
| 5Y | -3.3% | +42.4% | -45.8% | -26.7% |
| 10Y | +162.1% | +194.7% | -32.6% | +11.1% |
| All | +979.9% | +827.2% | +152.7% | +94.0% |
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