+771.1%
PWB vs VT
+345.0%
+426.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.1% | -3.6% | -3.8% |
| 7D | -13.1% | -4.2% | -9.0% | -9.5% |
| 30D | -20.0% | -5.8% | -14.2% | -15.2% |
| 3M | -16.4% | -5.2% | -11.2% | -11.8% |
| 6M | -10.2% | +0.1% | -10.3% | -9.5% |
| YTD | +5.5% | +8.2% | -2.7% | -0.9% |
| 1Y | +3.8% | +10.1% | -6.3% | -3.9% |
| 3Y | +91.4% | +69.7% | +21.7% | +20.4% |
| 5Y | +66.8% | +53.4% | +13.4% | +16.2% |
| 10Y | +355.4% | +219.2% | +136.2% | +72.3% |
| All | +771.1% | +345.0% | +426.2% | +148.7% |
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