+228.3%
WAT vs VCLT
+21.5%
+206.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.6% | -2.3% | +2.8% | +1.7% |
| 30D | +5.4% | +0.8% | +4.7% | +5.1% |
| 3M | +11.3% | -2.7% | +14.0% | +12.8% |
| 6M | +37.4% | -4.3% | +41.7% | +40.4% |
| YTD | +21.2% | -4.3% | +25.5% | +24.0% |
| 1Y | +21.3% | -4.4% | +25.7% | +24.2% |
| 3Y | +83.4% | +13.8% | +69.6% | +74.9% |
| 5Y | +29.0% | -17.0% | +45.9% | +33.8% |
| All | +228.3% | +21.5% | +206.8% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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