+229.7%
WAT vs VFC
-50.3%
+280.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.1% | -1.1% |
| 7D | +2.0% | -1.4% | +3.4% | +2.4% |
| 30D | +7.7% | +24.6% | -16.9% | +1.7% |
| 3M | +11.1% | +38.4% | -27.4% | +1.9% |
| 6M | +31.2% | +15.3% | +15.9% | +24.9% |
| YTD | +21.7% | +12.7% | +8.9% | +15.8% |
| 1Y | +19.3% | +32.7% | -13.4% | +8.6% |
| 3Y | +80.6% | +43.7% | +36.9% | +45.3% |
| 5Y | +29.5% | -69.2% | +98.7% | +63.9% |
| All | +229.7% | -50.3% | +280.0% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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