-26.4%
VST vs WAT
+25.1%
-51.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -6.0% | +3.4% | -9.4% | -6.3% |
| 30D | -18.8% | +9.6% | -28.4% | -19.2% |
| 3M | -8.0% | +15.5% | -23.5% | -8.8% |
| 6M | -10.9% | +33.9% | -44.8% | -11.9% |
| YTD | -18.3% | +25.2% | -43.5% | -19.4% |
| All | -26.4% | +25.1% | -51.5% | -27.7% |
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 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