+348.0%
VT vs WAT
+604.6%
-256.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -2.9% |
| 7D | -4.2% | -5.6% | +1.5% | -2.0% |
| 30D | -5.8% | +3.8% | -9.6% | -7.3% |
| 3M | -5.2% | +13.3% | -18.5% | -10.1% |
| 6M | +0.1% | +32.2% | -32.1% | -11.2% |
| YTD | +8.2% | +19.3% | -11.1% | -1.5% |
| 1Y | +10.1% | +21.8% | -11.7% | -0.7% |
| 3Y | +69.7% | +73.9% | -4.3% | +23.4% |
| 5Y | +53.4% | +32.1% | +21.3% | +22.5% |
| 10Y | +219.2% | +228.2% | -9.0% | +52.4% |
| All | +348.0% | +604.6% | -256.6% | +26.2% |
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