+2,397.0%
VRT vs WAT
+107.0%
+2,290.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.3% |
| 7D | -7.7% | -2.9% | -4.8% | -6.6% |
| 30D | -12.0% | -3.2% | -8.7% | -10.9% |
| 3M | -11.7% | +10.6% | -22.3% | -15.6% |
| 6M | -8.1% | +34.0% | -42.1% | -20.1% |
| YTD | +53.2% | +5.7% | +47.5% | +46.2% |
| 1Y | +81.7% | +37.1% | +44.6% | +53.8% |
| 3Y | +535.3% | +52.4% | +482.9% | +372.1% |
| 5Y | +916.4% | -4.4% | +920.8% | +828.6% |
| All | +2,397.0% | +107.0% | +2,290.0% | +1,562.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling