+1,205.2%
VST vs WAT
+232.2%
+973.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +6.1% |
| 7D | -0.5% | +6.0% | -6.6% | -2.2% |
| 30D | -17.1% | +9.9% | -27.0% | -19.3% |
| 3M | -4.6% | +17.2% | -21.8% | -8.9% |
| 6M | -9.1% | +34.2% | -43.3% | -17.0% |
| YTD | -16.6% | +25.5% | -42.1% | -23.2% |
| 1Y | -29.5% | +28.3% | -57.7% | -35.7% |
| 3Y | +297.5% | +88.4% | +209.2% | +205.1% |
| 5Y | +654.5% | +36.1% | +618.4% | +535.8% |
| 10Y | +1,205.2% | +234.8% | +970.4% | +657.4% |
| All | +1,205.2% | +232.2% | +973.0% | +657.4% |
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 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