+158.2%
MWA vs VT
+215.5%
-57.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.6% |
| 7D | +5.5% | -2.3% | +7.8% | +8.0% |
| 30D | +12.4% | -5.0% | +17.4% | +18.4% |
| 3M | -11.0% | -4.9% | -6.1% | -6.4% |
| 6M | -10.9% | -1.5% | -9.4% | -10.3% |
| YTD | +1.7% | +8.5% | -6.7% | -8.6% |
| 1Y | -2.9% | +11.4% | -14.3% | -15.5% |
| 3Y | +91.2% | +70.1% | +21.1% | +2.5% |
| 5Y | +53.5% | +53.7% | -0.2% | -7.3% |
| All | +158.2% | +215.5% | -57.4% | -32.0% |
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