+387.0%
VIAV vs WAT
+166.5%
+220.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.8% | -4.3% |
| 7D | +11.2% | -2.9% | +14.1% | +12.3% |
| 30D | -2.6% | -3.2% | +0.6% | -1.6% |
| 3M | -20.1% | +10.6% | -30.7% | -23.3% |
| 6M | +25.8% | +34.0% | -8.2% | +11.1% |
| YTD | +109.9% | +5.7% | +104.1% | +100.4% |
| 1Y | +214.3% | +37.1% | +177.2% | +168.8% |
| 3Y | +281.6% | +52.4% | +229.2% | +195.4% |
| 5Y | +132.6% | -4.4% | +137.0% | +116.9% |
| All | +387.0% | +166.5% | +220.5% | +163.2% |
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 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