+31.2%
VCIT vs WAT
+232.2%
-201.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.1% |
| 7D | +0.7% | +6.0% | -5.3% | +0.5% |
| 30D | +1.8% | +9.9% | -8.1% | +1.4% |
| 3M | -1.1% | +17.2% | -18.3% | -1.7% |
| 6M | -1.7% | +34.2% | -35.9% | -2.8% |
| YTD | -1.1% | +25.5% | -26.6% | -2.2% |
| 1Y | -0.4% | +28.3% | -28.6% | -1.5% |
| 3Y | +20.5% | +88.4% | -67.9% | +16.7% |
| 5Y | +3.8% | +36.1% | -32.4% | +1.2% |
| 10Y | +31.2% | +234.8% | -203.6% | +27.0% |
| All | +31.2% | +232.2% | -201.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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