+26.6%
WAT vs VFC
+42.4%
-15.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.6% |
| 7D | +6.0% | +7.7% | -1.6% | +4.4% |
| 30D | +9.9% | +39.2% | -29.3% | +1.9% |
| 3M | +17.2% | +40.3% | -23.1% | +8.3% |
| 6M | +34.2% | +11.4% | +22.9% | +30.4% |
| YTD | +25.5% | +17.5% | +8.0% | +19.1% |
| All | +26.6% | +42.4% | -15.8% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling