+119.6%
LW vs VT
+221.8%
-102.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +1.5% | +2.4% | -0.9% | -0.5% |
| 30D | +6.5% | -1.5% | +8.0% | +7.7% |
| 3M | +5.0% | -4.1% | +9.1% | +8.6% |
| 6M | +36.9% | +0.6% | +36.3% | +35.2% |
| YTD | +38.1% | +11.0% | +27.1% | +24.8% |
| 1Y | 0.0% | +13.3% | -13.3% | -11.5% |
| 3Y | -37.1% | +73.4% | -110.5% | -61.9% |
| 5Y | +9.7% | +57.4% | -47.8% | -27.6% |
| All | +119.6% | +221.8% | -102.2% | -16.4% |
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