+913.6%
PWB vs VT
+374.2%
+539.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | -2.8% | +1.0% | -3.7% | -3.6% |
| 3M | -3.8% | +2.4% | -6.2% | -5.4% |
| 6M | +16.1% | +12.0% | +4.1% | +5.2% |
| YTD | +22.8% | +15.3% | +7.5% | +8.3% |
| 1Y | +30.0% | +22.6% | +7.4% | +8.6% |
| 3Y | +117.0% | +74.7% | +42.4% | +32.4% |
| 5Y | +99.0% | +66.1% | +32.9% | +28.5% |
| 10Y | +407.2% | +225.0% | +182.2% | +87.1% |
| All | +913.6% | +374.2% | +539.4% | +171.8% |
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