+387.8%
PWB vs VT
+224.4%
+163.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +2.0% |
| 7D | +1.8% | -0.7% | +2.5% | +2.9% |
| 30D | -8.9% | -1.7% | -7.1% | -6.7% |
| 3M | -6.7% | -2.3% | -4.4% | -3.8% |
| 6M | -4.7% | +1.5% | -6.2% | -5.4% |
| YTD | +16.4% | +12.0% | +4.3% | +3.8% |
| 1Y | +14.9% | +12.9% | +2.0% | +1.7% |
| 3Y | +105.5% | +74.9% | +30.5% | +13.7% |
| 5Y | +86.6% | +59.9% | +26.6% | +14.6% |
| 10Y | +387.8% | +224.6% | +163.2% | +50.1% |
| All | +387.8% | +224.4% | +163.5% | +50.1% |
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