+226.2%
WAT vs VT
+215.5%
+10.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | -1.1% | -2.3% | +1.2% | +1.1% |
| 30D | +5.0% | -5.0% | +9.9% | +10.3% |
| 3M | +14.5% | -4.9% | +19.4% | +20.2% |
| 6M | +30.9% | -1.5% | +32.5% | +32.5% |
| YTD | +20.5% | +8.5% | +12.0% | +11.0% |
| 1Y | +23.3% | +11.4% | +11.9% | +10.7% |
| 3Y | +81.5% | +70.1% | +11.4% | +8.8% |
| 5Y | +33.4% | +53.7% | -20.3% | -12.1% |
| All | +226.2% | +215.5% | +10.7% | +9.5% |
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