+1,142.3%
VST vs WAT
+230.7%
+911.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +10.9% | +0.7% | +10.2% | +10.8% |
| 30D | -15.6% | +9.0% | -24.6% | -17.7% |
| 3M | -7.8% | +13.5% | -21.2% | -11.1% |
| 6M | -12.0% | +35.3% | -47.3% | -19.8% |
| YTD | -16.9% | +24.0% | -40.9% | -23.2% |
| 1Y | -25.1% | +22.0% | -47.0% | -30.5% |
| 3Y | +297.1% | +84.0% | +213.1% | +207.1% |
| 5Y | +641.9% | +34.4% | +607.6% | +527.5% |
| 10Y | +1,142.3% | +231.4% | +910.9% | +618.6% |
| All | +1,142.3% | +230.7% | +911.6% | +618.6% |
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