+113.2%
LW vs VT
+210.3%
-97.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | +0.7% |
| 7D | +3.4% | -4.2% | +7.5% | +7.1% |
| 30D | +15.0% | -5.8% | +20.8% | +20.7% |
| 3M | +4.1% | -5.2% | +9.3% | +8.8% |
| 6M | +31.8% | +0.1% | +31.7% | +30.5% |
| YTD | +34.7% | +8.2% | +26.5% | +24.4% |
| 1Y | -10.1% | +10.1% | -20.2% | -18.5% |
| 3Y | -37.3% | +69.7% | -107.0% | -61.3% |
| 5Y | +4.9% | +53.4% | -48.5% | -29.3% |
| All | +113.2% | +210.3% | -97.1% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling