-36.7%
LW vs VT
+69.7%
-106.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +2.9% | -2.3% | +5.2% | +4.4% |
| 30D | +15.7% | -5.0% | +20.6% | +19.4% |
| 3M | +7.7% | -4.9% | +12.5% | +11.1% |
| 6M | +30.8% | -1.5% | +32.3% | +31.1% |
| YTD | +36.1% | +8.5% | +27.6% | +26.5% |
| 1Y | -7.9% | +11.4% | -19.3% | -16.5% |
| 3Y | -36.7% | +70.1% | -106.8% | -54.8% |
| All | -36.7% | +69.7% | -106.5% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling