-0.4%
WAT vs VTEB
+0.9%
-1.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | +0.3% |
| 7D | -2.9% | -1.2% | -1.7% | -1.1% |
| 30D | -3.2% | -2.9% | -0.4% | +1.0% |
| 3M | +10.6% | -3.2% | +13.7% | +15.9% |
| 6M | +34.0% | -2.6% | +36.7% | +39.5% |
| YTD | +5.7% | -1.8% | +7.6% | +8.8% |
| 1Y | +37.1% | +0.2% | +36.9% | +37.3% |
| 3Y | +52.4% | +8.2% | +44.2% | +36.9% |
| All | -0.4% | +0.9% | -1.3% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling