-70.2%
MWYN vs VT
+42.9%
-113.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +1.6% | +0.4% | +1.1% | +1.6% |
| 30D | +75.6% | +1.0% | +74.6% | +75.3% |
| 3M | +45.5% | +2.4% | +43.1% | +45.9% |
| 6M | +62.2% | +12.0% | +50.2% | +55.9% |
| YTD | +52.6% | +15.3% | +37.2% | +45.2% |
| 1Y | +38.2% | +22.6% | +15.6% | +30.1% |
| All | -70.2% | +42.9% | -113.1% | -73.2% |
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