-99.4%
WATT vs VT
+53.4%
-152.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.0% |
| 7D | -17.7% | -2.3% | -15.4% | -14.8% |
| 30D | -38.7% | -5.0% | -33.8% | -34.1% |
| 3M | -57.9% | -4.9% | -53.1% | -54.7% |
| 6M | -73.0% | -1.5% | -71.4% | -71.7% |
| YTD | +88.8% | +8.5% | +80.4% | +79.5% |
| 1Y | +1.8% | +11.4% | -9.5% | -5.7% |
| 3Y | -88.0% | +70.1% | -158.1% | -93.5% |
| All | -99.4% | +53.4% | -152.8% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling