+152.6%
WAT vs VFC
-69.1%
+221.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | -0.7% | +0.8% | -1.6% | -0.9% |
| 30D | -1.0% | -11.9% | +11.0% | +2.2% |
| 3M | +10.9% | -20.2% | +31.0% | +16.3% |
| 6M | +33.2% | -23.0% | +56.2% | +40.7% |
| YTD | +6.1% | -26.2% | +32.3% | +12.8% |
| 1Y | +30.2% | -13.3% | +43.6% | +31.7% |
| 3Y | +52.9% | -25.5% | +78.3% | +44.9% |
| 5Y | -5.1% | -78.1% | +73.0% | +30.1% |
| 10Y | +152.6% | -68.8% | +221.4% | +227.4% |
| All | +152.6% | -69.1% | +221.7% | +227.4% |
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