-50.2%
VG vs WY
-25.0%
-25.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.4% |
| 7D | -8.3% | -0.8% | -7.6% | -8.2% |
| 30D | -10.3% | +10.6% | -21.0% | -10.6% |
| 3M | -10.8% | -16.6% | +5.9% | -9.0% |
| 6M | +3.5% | -8.6% | +12.1% | +3.3% |
| YTD | +74.0% | -8.4% | +82.4% | +67.4% |
| 1Y | +48.9% | -5.1% | +54.0% | +39.1% |
| All | -50.2% | -25.0% | -25.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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