+30.8%
WAT vs VSAT
-0.1%
+30.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | +0.3% |
| 7D | -1.1% | -17.0% | +15.9% | +0.4% |
| 30D | +5.0% | -9.8% | +14.7% | +5.6% |
| 3M | +14.5% | -22.0% | +36.5% | +16.5% |
| 6M | +30.9% | -5.0% | +35.9% | +29.3% |
| YTD | +20.5% | +85.6% | -65.1% | +10.3% |
| 1Y | +23.3% | +80.2% | -56.9% | +12.8% |
| 3Y | +81.5% | +250.0% | -168.5% | +43.5% |
| All | +30.8% | -0.1% | +30.9% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling