+228.7%
VTV vs WAT
+170.9%
+57.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.2% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -1.0% | -1.9% | +0.9% | -0.5% |
| 3M | +4.6% | +13.5% | -8.9% | +0.6% |
| 6M | +13.5% | +37.2% | -23.7% | +2.2% |
| YTD | +18.5% | +7.5% | +11.0% | +14.3% |
| 1Y | +22.9% | +35.0% | -12.1% | +9.8% |
| 3Y | +67.8% | +55.1% | +12.8% | +36.5% |
| 5Y | +81.8% | -2.8% | +84.7% | +72.5% |
| All | +228.7% | +170.9% | +57.8% | +106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling