+228.3%
WAT vs VSAT
-16.2%
+244.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.2% |
| 7D | +0.6% | +5.9% | -5.3% | -0.2% |
| 30D | +5.4% | +9.7% | -4.3% | +3.8% |
| 3M | +11.3% | -18.3% | +29.6% | +13.1% |
| 6M | +37.4% | -4.1% | +41.5% | +34.9% |
| YTD | +21.2% | +96.5% | -75.3% | +7.0% |
| 1Y | +21.3% | +89.3% | -67.9% | +7.2% |
| 3Y | +83.4% | +270.1% | -186.7% | +33.9% |
| 5Y | +29.0% | +26.4% | +2.6% | +7.0% |
| All | +228.3% | -16.2% | +244.5% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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