+13.3%
VT vs WAT
+20.2%
-6.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | -1.5% | +5.4% | -6.9% | -2.2% |
| 3M | -4.1% | +11.3% | -15.4% | -5.5% |
| 6M | +0.6% | +37.4% | -36.9% | -3.7% |
| YTD | +11.0% | +21.2% | -10.1% | +6.0% |
| 1Y | +13.3% | +21.3% | -8.0% | +8.1% |
| All | +13.3% | +20.2% | -6.8% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling