+3.3%
VCIT vs WAT
+32.1%
-28.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | +0.5% | -5.6% | +6.1% | +0.7% |
| 30D | +2.1% | +3.8% | -1.7% | +1.9% |
| 3M | -1.6% | +13.3% | -14.8% | -2.3% |
| 6M | -1.6% | +32.2% | -33.8% | -3.1% |
| YTD | -1.5% | +19.3% | -20.8% | -2.7% |
| 1Y | -0.4% | +21.8% | -22.2% | -1.7% |
| 3Y | +19.6% | +73.9% | -54.4% | +13.8% |
| 5Y | +3.3% | +32.1% | -28.8% | -0.4% |
| All | +3.3% | +32.1% | -28.8% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling