+83.4%
WAT vs VCLT
+14.4%
+69.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.6% | -2.3% | +2.8% | +2.7% |
| 30D | +5.4% | +0.8% | +4.7% | +4.7% |
| 3M | +11.3% | -2.7% | +14.0% | +14.1% |
| 6M | +37.4% | -4.3% | +41.7% | +43.0% |
| YTD | +21.2% | -4.3% | +25.5% | +26.5% |
| 1Y | +21.3% | -4.4% | +25.7% | +26.7% |
| 3Y | +83.4% | +13.8% | +69.6% | +83.3% |
| All | +83.4% | +14.4% | +69.0% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling