+167.9%
WAT vs VCLT
+16.9%
+150.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | +9.1% | -2.9% | +11.9% | +10.6% |
| 6M | +32.4% | -4.0% | +36.4% | +35.2% |
| YTD | +6.6% | -2.2% | +8.8% | +7.9% |
| 1Y | +34.7% | -2.6% | +37.3% | +36.7% |
| 3Y | +53.6% | +12.3% | +41.3% | +46.9% |
| 5Y | -4.1% | -16.4% | +12.3% | -1.2% |
| 10Y | +167.9% | +18.1% | +149.8% | +164.8% |
| All | +167.9% | +16.9% | +150.9% | +164.8% |
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