+740.0%
VTV vs WAT
+1,111.2%
-371.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +3.8% | +5.4% | -1.6% | +1.9% |
| 3M | +1.6% | +11.3% | -9.8% | -2.3% |
| 6M | +11.2% | +37.4% | -26.2% | -0.6% |
| YTD | +22.0% | +21.2% | +0.8% | +12.2% |
| 1Y | +24.9% | +21.3% | +3.5% | +14.7% |
| 3Y | +78.5% | +83.4% | -4.9% | +35.7% |
| 5Y | +77.8% | +29.0% | +48.8% | +49.5% |
| 10Y | +231.1% | +223.9% | +7.1% | +90.6% |
| All | +740.0% | +1,111.2% | -371.2% | +206.3% |
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