+905.2%
VRT vs WAT
-3.2%
+908.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.8% |
| 7D | +9.1% | -1.3% | +10.4% | +9.7% |
| 30D | +0.9% | +2.3% | -1.4% | -0.3% |
| 3M | -13.4% | +8.7% | -22.1% | -16.9% |
| 6M | +11.7% | +28.3% | -16.6% | -2.3% |
| YTD | +73.2% | +7.8% | +65.5% | +63.2% |
| 1Y | +123.4% | +36.6% | +86.8% | +84.8% |
| 3Y | +606.2% | +45.7% | +560.5% | +395.7% |
| All | +905.2% | -3.2% | +908.5% | +697.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling