+800.0%
VGT vs WAT
+170.9%
+629.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -0.4% | -1.9% | +1.4% | +0.2% |
| 3M | +4.4% | +13.5% | -9.1% | -0.8% |
| 6M | +32.1% | +37.2% | -5.2% | +15.3% |
| YTD | +28.8% | +7.5% | +21.3% | +22.9% |
| 1Y | +35.3% | +35.0% | +0.3% | +16.8% |
| 3Y | +124.8% | +55.1% | +69.7% | +71.2% |
| 5Y | +137.9% | -2.8% | +140.7% | +122.5% |
| All | +800.0% | +170.9% | +629.0% | +415.3% |
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