+234.8%
WAT vs VT
+223.7%
+11.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +1.6% |
| 7D | +6.0% | +0.4% | +5.7% | +5.7% |
| 30D | +9.9% | -2.6% | +12.5% | +12.8% |
| 3M | +17.2% | -3.2% | +20.4% | +21.0% |
| 6M | +34.2% | +0.9% | +33.3% | +32.7% |
| YTD | +25.5% | +11.3% | +14.2% | +12.8% |
| 1Y | +28.3% | +14.0% | +14.3% | +12.6% |
| 3Y | +88.4% | +75.8% | +12.5% | +9.4% |
| 5Y | +36.1% | +57.8% | -21.7% | -12.5% |
| 10Y | +234.8% | +219.8% | +15.0% | +12.3% |
| All | +234.8% | +223.7% | +11.1% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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