+6,586.4%
WAT vs VSAT
+1,246.3%
+5,340.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -0.1% |
| 7D | -1.1% | -17.0% | +15.9% | +1.4% |
| 30D | +5.0% | -9.8% | +14.7% | +6.0% |
| 3M | +14.5% | -22.0% | +36.5% | +17.7% |
| 6M | +30.9% | -5.0% | +35.9% | +28.1% |
| YTD | +20.5% | +85.6% | -65.1% | +4.5% |
| 1Y | +23.3% | +80.2% | -56.9% | +6.9% |
| 3Y | +81.5% | +250.0% | -168.5% | +26.1% |
| 5Y | +33.4% | -4.6% | +37.9% | +8.1% |
| 10Y | +231.5% | -7.2% | +238.7% | +154.3% |
| All | +6,586.4% | +1,246.3% | +5,340.1% | +3,298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling