+1,917.9%
VRT vs WAT
+145.7%
+1,772.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.5% | +7.9% |
| 7D | -10.6% | +6.0% | -16.6% | -12.6% |
| 30D | -17.4% | +9.9% | -27.3% | -20.3% |
| 3M | -26.4% | +17.2% | -43.6% | -31.1% |
| 6M | -41.0% | +34.2% | -75.2% | -48.2% |
| YTD | +23.8% | +25.5% | -1.7% | +10.2% |
| 1Y | +11.6% | +28.3% | -16.6% | -1.6% |
| 3Y | +403.5% | +88.4% | +315.1% | +242.8% |
| 5Y | +647.0% | +36.1% | +610.9% | +498.9% |
| All | +1,917.9% | +145.7% | +1,772.2% | +1,153.2% |
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