+53.4%
VT vs WAT
+32.4%
+21.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -2.3% | -1.1% | -1.2% | -2.1% |
| 30D | -5.0% | +5.0% | -9.9% | -6.1% |
| 3M | -4.9% | +14.5% | -19.4% | -8.0% |
| 6M | -1.5% | +30.9% | -32.5% | -8.1% |
| YTD | +8.5% | +20.5% | -12.0% | +2.5% |
| 1Y | +11.4% | +23.3% | -11.9% | +4.5% |
| 3Y | +70.1% | +81.5% | -11.4% | +36.2% |
| All | +53.4% | +32.4% | +21.0% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling