-25.1%
VST vs WAT
+23.9%
-49.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +10.9% | +0.7% | +10.2% | +10.8% |
| 30D | -15.6% | +9.0% | -24.6% | -16.0% |
| 3M | -7.8% | +13.5% | -21.2% | -8.4% |
| 6M | -12.0% | +35.3% | -47.3% | -12.9% |
| YTD | -16.9% | +24.0% | -40.9% | -17.9% |
| 1Y | -25.1% | +22.0% | -47.0% | -26.3% |
| All | -25.1% | +23.9% | -49.0% | -26.3% |
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