-2.5%
LW vs VT
+11.9%
-14.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | +1.0% | +2.9% | -1.9% | +0.1% |
| 30D | +7.0% | -2.5% | +9.5% | +7.6% |
| 3M | +4.7% | -3.3% | +8.0% | +5.5% |
| 6M | +35.3% | +1.5% | +33.8% | +34.1% |
| YTD | +36.1% | +11.4% | +24.7% | +31.1% |
| 1Y | -2.5% | +11.9% | -14.4% | -4.5% |
| All | -2.5% | +11.9% | -14.4% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling