-98.8%
JWEL vs VT
+77.7%
-176.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -6.2% | +2.4% | -8.6% | -7.4% |
| 30D | -20.3% | -1.5% | -18.8% | -19.8% |
| 3M | -45.3% | -4.1% | -41.1% | -44.2% |
| 6M | -27.3% | +0.6% | -27.9% | -28.2% |
| YTD | -24.8% | +11.0% | -35.8% | -30.1% |
| 1Y | -8.0% | +13.3% | -21.3% | -15.7% |
| 3Y | +28.1% | +73.4% | -45.2% | -10.3% |
| 5Y | -98.6% | +57.4% | -156.0% | -98.9% |
| All | -98.8% | +77.7% | -176.4% | -99.2% |
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