+3.8%
VCIT vs WAT
-3.2%
+7.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | -1.3% | +0.9% | -0.3% |
| 30D | -0.8% | +2.3% | -3.1% | -0.9% |
| 3M | -1.0% | +8.7% | -9.8% | -1.5% |
| 6M | -1.8% | +28.3% | -30.2% | -3.3% |
| YTD | -0.7% | +7.8% | -8.5% | -1.3% |
| 1Y | +1.0% | +36.6% | -35.6% | -1.0% |
| 3Y | +18.8% | +45.7% | -26.8% | +14.5% |
| All | +3.8% | -3.2% | +7.1% | +1.4% |
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