+35.3%
WAT vs VCLT
-17.9%
+53.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.5% |
| 7D | +3.4% | +0.2% | +3.2% | +3.2% |
| 30D | +9.6% | +2.3% | +7.3% | +7.9% |
| 3M | +15.5% | -1.1% | +16.5% | +16.4% |
| 6M | +33.9% | -4.2% | +38.1% | +38.1% |
| YTD | +25.2% | -3.4% | +28.6% | +28.6% |
| 1Y | +26.3% | -3.8% | +30.1% | +30.2% |
| 3Y | +85.8% | +14.7% | +71.1% | +71.0% |
| 5Y | +35.3% | -16.7% | +52.0% | +43.9% |
| All | +35.3% | -17.9% | +53.1% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling