+229.7%
WAT vs VCLT
+22.0%
+207.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.2% |
| 7D | +2.0% | -1.9% | +3.9% | +3.0% |
| 30D | +7.7% | +1.4% | +6.3% | +7.0% |
| 3M | +11.1% | -1.8% | +12.8% | +12.0% |
| 6M | +31.2% | -3.9% | +35.1% | +33.8% |
| YTD | +21.7% | -3.9% | +25.6% | +24.3% |
| 1Y | +19.3% | -4.7% | +24.0% | +22.3% |
| 3Y | +80.6% | +14.1% | +66.5% | +72.0% |
| 5Y | +29.5% | -16.6% | +46.1% | +34.1% |
| All | +229.7% | +22.0% | +207.7% | +229.4% |
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