+683.0%
WAT vs VCLT
+99.5%
+583.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.6% |
| 7D | +2.0% | -1.9% | +3.9% | +2.4% |
| 30D | +7.7% | +1.4% | +6.3% | +7.4% |
| 3M | +11.1% | -1.8% | +12.8% | +11.5% |
| 6M | +31.2% | -3.9% | +35.1% | +32.4% |
| YTD | +21.7% | -3.9% | +25.6% | +22.8% |
| 1Y | +19.3% | -4.7% | +24.0% | +20.6% |
| 3Y | +80.6% | +14.1% | +66.5% | +78.2% |
| 5Y | +29.5% | -16.6% | +46.1% | +26.5% |
| 10Y | +225.3% | +21.4% | +203.9% | +254.6% |
| All | +683.0% | +99.5% | +583.5% | +1,081.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling