+10,726.6%
WAT vs VFC
+414.6%
+10,312.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.6% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | +2.3% | -11.6% | +14.0% | +5.7% |
| 3M | +8.7% | -18.1% | +26.8% | +13.6% |
| 6M | +28.3% | -27.4% | +55.7% | +38.1% |
| YTD | +7.8% | -24.8% | +32.6% | +14.4% |
| 1Y | +36.6% | -8.2% | +44.8% | +36.0% |
| 3Y | +45.7% | -29.1% | +74.8% | +39.7% |
| 5Y | -3.3% | -79.2% | +75.9% | +28.9% |
| 10Y | +162.1% | -68.1% | +230.2% | +192.3% |
| All | +10,726.6% | +414.6% | +10,312.0% | +6,466.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling