+897.3%
VST vs WAT
+185.2%
+712.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.0% | -5.3% |
| 7D | -19.9% | -5.6% | -14.3% | -18.6% |
| 30D | -29.7% | +3.8% | -33.5% | -30.4% |
| 3M | -19.6% | +13.3% | -32.8% | -22.4% |
| 6M | -29.4% | +32.2% | -61.6% | -35.3% |
| YTD | -29.7% | +19.3% | -49.0% | -34.3% |
| 1Y | -40.0% | +21.8% | -61.9% | -44.5% |
| 3Y | +231.0% | +73.9% | +157.1% | +161.3% |
| 5Y | +500.1% | +32.1% | +468.0% | +409.5% |
| 10Y | +1,004.2% | +228.2% | +776.0% | +562.0% |
| All | +897.3% | +185.2% | +712.2% | +499.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling