+244.9%
WAT vs VTEB
+26.6%
+218.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -1.0% | -1.6% | +0.6% | +0.2% |
| 3M | +10.9% | -2.0% | +12.9% | +12.5% |
| 6M | +33.2% | -1.7% | +34.9% | +34.9% |
| YTD | +6.1% | -0.6% | +6.7% | +6.6% |
| 1Y | +30.2% | +1.8% | +28.4% | +28.9% |
| 3Y | +52.9% | +9.6% | +43.3% | +44.9% |
| 5Y | -5.1% | +2.1% | -7.2% | -7.6% |
| 10Y | +152.6% | +18.9% | +133.7% | +172.0% |
| All | +244.9% | +26.6% | +218.2% | +333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling