+1,164.9%
VST vs WAT
+222.4%
+942.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +6.6% | +0.6% | +6.0% | +6.4% |
| 30D | -12.4% | +5.4% | -17.8% | -13.7% |
| 3M | -9.0% | +11.3% | -20.3% | -11.8% |
| 6M | -6.4% | +37.4% | -43.9% | -15.2% |
| YTD | -17.2% | +21.2% | -38.4% | -22.9% |
| 1Y | -22.0% | +21.3% | -43.4% | -27.6% |
| 3Y | +296.7% | +83.4% | +213.3% | +206.7% |
| 5Y | +637.6% | +29.0% | +608.6% | +533.0% |
| All | +1,164.9% | +222.4% | +942.4% | +637.7% |
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