+166.1%
WAT vs VTEB
+17.9%
+148.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -0.3% | -0.9% | +0.7% | +0.5% |
| 30D | -1.9% | -2.5% | +0.6% | +0.1% |
| 3M | +13.5% | -3.0% | +16.5% | +16.2% |
| 6M | +37.2% | -2.1% | +39.4% | +39.6% |
| YTD | +7.5% | -1.5% | +9.0% | +8.9% |
| 1Y | +35.0% | +0.2% | +34.8% | +35.1% |
| 3Y | +55.1% | +8.6% | +46.5% | +47.1% |
| 5Y | -2.8% | +1.2% | -4.0% | -4.7% |
| All | +166.1% | +17.9% | +148.3% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling