+1,216.9%
VST vs WAT
+157.6%
+1,059.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +8.9% | -1.3% | +10.2% | +9.3% |
| 30D | +6.2% | +2.3% | +3.9% | +5.5% |
| 3M | -2.7% | +8.7% | -11.5% | -5.4% |
| 6M | -8.4% | +28.3% | -36.7% | -15.8% |
| YTD | -7.2% | +7.8% | -15.0% | -10.6% |
| 1Y | -20.9% | +36.6% | -57.5% | -29.9% |
| 3Y | +384.0% | +45.7% | +338.3% | +303.5% |
| 5Y | +757.1% | -3.3% | +760.4% | +716.8% |
| All | +1,216.9% | +157.6% | +1,059.2% | +714.8% |
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