+373.4%
VST vs WAT
+46.1%
+327.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +8.9% | -1.3% | +10.2% | +9.1% |
| 30D | +6.2% | +2.3% | +3.9% | +5.8% |
| 3M | -2.7% | +8.7% | -11.5% | -4.1% |
| 6M | -8.4% | +28.3% | -36.7% | -12.4% |
| YTD | -7.2% | +7.8% | -15.0% | -8.8% |
| 1Y | -20.9% | +36.6% | -57.5% | -26.3% |
| All | +373.4% | +46.1% | +327.3% | +348.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling