+262.4%
VST vs WAT
+74.7%
+187.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.0% | +9.6% | +10.4% |
| 7D | -9.8% | -1.1% | -8.7% | -9.6% |
| 30D | -25.1% | +5.0% | -30.1% | -25.7% |
| 3M | -11.6% | +14.5% | -26.1% | -13.5% |
| 6M | -20.9% | +30.9% | -51.8% | -24.4% |
| YTD | -22.3% | +20.5% | -42.8% | -25.0% |
| 1Y | -32.0% | +23.3% | -55.3% | -34.8% |
| 3Y | +262.4% | +81.5% | +180.9% | +245.9% |
| All | +262.4% | +74.7% | +187.7% | +245.9% |
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