+367.1%
VT vs WAT
+627.2%
-260.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | -0.3% | -1.9% | +1.6% | +0.4% |
| 30D | -1.4% | +6.2% | -7.7% | -3.9% |
| 3M | -1.4% | +18.1% | -19.4% | -7.9% |
| 6M | +5.5% | +54.9% | -49.4% | -12.6% |
| YTD | +12.8% | +23.1% | -10.3% | +1.4% |
| 1Y | +15.4% | +27.3% | -11.9% | +2.2% |
| 3Y | +76.9% | +79.5% | -2.6% | +27.0% |
| 5Y | +60.4% | +35.0% | +25.4% | +27.0% |
| 10Y | +232.8% | +238.7% | -6.0% | +56.9% |
| All | +367.1% | +627.2% | -260.1% | +29.9% |
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