+725.0%
VTV vs WAT
+977.3%
-252.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | +1.1% | +2.3% | -1.2% | +0.3% |
| 3M | +5.9% | +8.7% | -2.9% | +2.7% |
| 6M | +11.6% | +28.3% | -16.7% | +1.5% |
| YTD | +19.8% | +7.8% | +12.0% | +14.8% |
| 1Y | +26.2% | +36.6% | -10.4% | +11.0% |
| 3Y | +68.5% | +45.7% | +22.8% | +38.6% |
| 5Y | +79.9% | -3.3% | +83.2% | +67.6% |
| 10Y | +229.7% | +162.1% | +67.6% | +103.6% |
| All | +725.0% | +977.3% | -252.3% | +213.4% |
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 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