+128.4%
MWA vs VT
+222.7%
-94.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.8% | +0.4% | -2.2% | -2.2% |
| 30D | -9.1% | +1.0% | -10.0% | -10.1% |
| 3M | -4.3% | +2.4% | -6.7% | -7.2% |
| 6M | -18.5% | +12.0% | -30.5% | -28.8% |
| YTD | +1.3% | +15.3% | -14.0% | -14.5% |
| 1Y | -9.5% | +22.6% | -32.1% | -29.0% |
| 3Y | +75.7% | +74.7% | +1.0% | -7.9% |
| 5Y | +59.1% | +66.1% | -7.1% | -11.6% |
| All | +128.4% | +222.7% | -94.3% | -43.4% |
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