+279.5%
MWA vs VT
+368.9%
-89.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -0.2% |
| 7D | 0.0% | -1.1% | +1.1% | +1.5% |
| 30D | -8.5% | -1.0% | -7.5% | -7.3% |
| 3M | -6.3% | +3.2% | -9.5% | -10.5% |
| 6M | -14.5% | +12.5% | -27.0% | -28.0% |
| YTD | +1.3% | +14.1% | -12.8% | -16.4% |
| 1Y | -5.0% | +18.9% | -24.0% | -26.2% |
| 3Y | +89.6% | +74.1% | +15.5% | -13.2% |
| 5Y | +64.0% | +66.9% | -2.9% | -21.6% |
| 10Y | +135.0% | +228.3% | -93.3% | -58.5% |
| All | +279.5% | +368.9% | -89.4% | -55.2% |
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