+13.5%
VT vs GWW
+45.9%
-32.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.2% |
| 7D | -1.6% | +4.1% | -5.7% | -2.2% |
| 30D | -2.5% | +9.2% | -11.7% | -3.8% |
| 3M | -1.3% | +2.1% | -3.4% | -1.7% |
| 6M | +3.1% | +22.2% | -19.1% | -1.3% |
| YTD | +10.9% | +39.4% | -28.4% | +3.0% |
| All | +13.5% | +45.9% | -32.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling