-28.5%
VST vs WAT
+27.0%
-55.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +6.9% |
| 7D | -0.5% | +6.0% | -6.6% | -1.0% |
| 30D | -17.1% | +9.9% | -27.0% | -17.5% |
| 3M | -4.6% | +17.2% | -21.8% | -5.2% |
| 6M | -9.1% | +34.2% | -43.3% | -9.8% |
| YTD | -16.6% | +25.5% | -42.1% | -17.9% |
| All | -28.5% | +27.0% | -55.5% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling