+622.7%
WAT vs VT
+363.9%
+258.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | +6.2% | -1.4% | +7.7% | +7.6% |
| 3M | +18.1% | -1.4% | +19.4% | +19.6% |
| 6M | +54.9% | +5.5% | +49.4% | +47.8% |
| YTD | +23.1% | +12.8% | +10.3% | +10.8% |
| 1Y | +27.3% | +15.4% | +11.9% | +12.3% |
| 3Y | +79.5% | +76.9% | +2.6% | +10.7% |
| 5Y | +35.0% | +60.4% | -25.4% | -9.4% |
| 10Y | +238.7% | +232.8% | +6.0% | +24.9% |
| All | +622.7% | +363.9% | +258.8% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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