+1,855.0%
VRT vs WAT
+145.1%
+1,709.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -17.7% | +3.4% | -21.1% | -18.7% |
| 30D | -20.0% | +9.6% | -29.6% | -22.7% |
| 3M | -28.1% | +15.5% | -43.6% | -32.2% |
| 6M | -42.8% | +33.9% | -76.7% | -49.8% |
| YTD | +20.0% | +25.2% | -5.2% | +6.9% |
| 1Y | +3.5% | +26.3% | -22.8% | -8.1% |
| 3Y | +366.1% | +85.8% | +280.3% | +219.6% |
| 5Y | +632.2% | +35.3% | +596.9% | +488.4% |
| All | +1,855.0% | +145.1% | +1,709.9% | +1,115.4% |
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