+352.6%
PWB vs VT
+215.5%
+137.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.4% |
| 7D | -7.6% | -2.3% | -5.3% | -5.0% |
| 30D | -17.9% | -5.0% | -13.0% | -12.9% |
| 3M | -14.3% | -4.9% | -9.4% | -9.0% |
| 6M | -11.0% | -1.5% | -9.4% | -8.6% |
| YTD | +7.3% | +8.5% | -1.2% | -0.9% |
| 1Y | +7.7% | +11.4% | -3.7% | -3.2% |
| 3Y | +93.9% | +70.1% | +23.8% | +10.7% |
| 5Y | +69.6% | +53.7% | +15.8% | +8.7% |
| All | +352.6% | +215.5% | +137.1% | +44.9% |
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 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