+6.8%
VRT vs WAT
+27.0%
-20.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.5% | +8.5% |
| 7D | -10.6% | +6.0% | -16.6% | -11.8% |
| 30D | -17.4% | +9.9% | -27.3% | -18.7% |
| 3M | -26.4% | +17.2% | -43.6% | -28.4% |
| 6M | -41.0% | +34.2% | -75.2% | -44.0% |
| YTD | +23.8% | +25.5% | -1.7% | +13.7% |
| All | +6.8% | +27.0% | -20.2% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling