+227.8%
VST vs WAT
+73.0%
+154.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.0% | -5.6% |
| 7D | -19.9% | -5.6% | -14.3% | -19.1% |
| 30D | -29.7% | +3.8% | -33.5% | -30.1% |
| 3M | -19.6% | +13.3% | -32.8% | -21.1% |
| 6M | -29.4% | +32.2% | -61.6% | -32.7% |
| YTD | -29.7% | +19.3% | -49.0% | -32.0% |
| 1Y | -40.0% | +21.8% | -61.9% | -42.4% |
| All | +227.8% | +73.0% | +154.8% | +213.4% |
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