+728.4%
VGT vs WAT
+222.4%
+506.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +2.5% | +0.6% | +1.9% | +2.2% |
| 30D | -9.5% | +5.4% | -14.9% | -11.3% |
| 3M | -9.5% | +11.3% | -20.8% | -13.3% |
| 6M | -1.8% | +37.4% | -39.2% | -13.7% |
| YTD | +18.4% | +21.2% | -2.8% | +7.7% |
| 1Y | +18.7% | +21.3% | -2.6% | +7.8% |
| 3Y | +103.8% | +83.4% | +20.4% | +44.4% |
| 5Y | +104.4% | +29.0% | +75.4% | +68.3% |
| All | +728.4% | +222.4% | +506.0% | +338.7% |
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