+290.5%
MWA vs VT
+345.0%
-54.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.5% | +8.0% |
| 7D | +8.1% | -4.2% | +12.3% | +14.0% |
| 30D | +12.2% | -5.8% | +18.0% | +20.9% |
| 3M | -6.5% | -5.2% | -1.2% | -0.2% |
| 6M | -10.1% | +0.1% | -10.3% | -11.7% |
| YTD | +4.2% | +8.2% | -4.0% | -8.3% |
| 1Y | -4.5% | +10.1% | -14.6% | -18.0% |
| 3Y | +96.4% | +69.7% | +26.7% | -7.6% |
| 5Y | +57.2% | +53.4% | +3.8% | -16.1% |
| 10Y | +166.6% | +219.2% | -52.6% | -51.6% |
| All | +290.5% | +345.0% | -54.5% | -50.9% |
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