+377.4%
VT vs WAT
+536.7%
-159.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +0.4% | -1.3% | +1.7% | +0.9% |
| 30D | +1.0% | +2.3% | -1.4% | 0.0% |
| 3M | +2.4% | +8.7% | -6.4% | -1.3% |
| 6M | +12.0% | +28.3% | -16.3% | -0.1% |
| YTD | +15.3% | +7.8% | +7.6% | +9.5% |
| 1Y | +22.6% | +36.6% | -14.0% | +4.8% |
| 3Y | +74.7% | +45.7% | +29.0% | +36.6% |
| 5Y | +66.1% | -3.3% | +69.5% | +52.5% |
| 10Y | +225.0% | +162.1% | +62.9% | +71.2% |
| All | +377.4% | +536.7% | -159.2% | +40.3% |
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