+1,112.0%
VST vs WAT
+227.3%
+884.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.0% | +9.6% | +10.3% |
| 7D | -9.8% | -1.1% | -8.7% | -9.5% |
| 30D | -25.1% | +5.0% | -30.1% | -26.2% |
| 3M | -11.6% | +14.5% | -26.1% | -15.0% |
| 6M | -20.9% | +30.9% | -51.8% | -27.3% |
| YTD | -22.3% | +20.5% | -42.8% | -27.6% |
| 1Y | -32.0% | +23.3% | -55.3% | -37.3% |
| 3Y | +262.4% | +81.5% | +180.9% | +180.9% |
| 5Y | +563.4% | +33.4% | +530.0% | +460.3% |
| All | +1,112.0% | +227.3% | +884.7% | +607.8% |
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