+3.8%
VCIT vs WAT
+35.9%
-32.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.2% |
| 7D | +0.7% | +6.0% | -5.3% | +0.4% |
| 30D | +1.8% | +9.9% | -8.1% | +1.3% |
| 3M | -1.1% | +17.2% | -18.3% | -2.0% |
| 6M | -1.7% | +34.2% | -35.9% | -3.3% |
| YTD | -1.1% | +25.5% | -26.6% | -2.6% |
| 1Y | -0.4% | +28.3% | -28.6% | -2.0% |
| 3Y | +20.5% | +88.4% | -67.9% | +14.1% |
| 5Y | +3.8% | +36.1% | -32.4% | -0.2% |
| All | +3.8% | +35.9% | -32.2% | -0.2% |
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