+213.7%
VT vs GWW
+699.0%
-485.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | -2.3% | +6.0% | -8.3% | -4.2% |
| 30D | -5.0% | +14.0% | -19.0% | -8.9% |
| 3M | -4.9% | +12.5% | -17.4% | -8.6% |
| 6M | -1.5% | +23.6% | -25.2% | -8.6% |
| YTD | +8.5% | +43.6% | -35.1% | -4.5% |
| 1Y | +11.4% | +52.5% | -41.1% | -3.9% |
| 3Y | +70.1% | +92.6% | -22.5% | +34.2% |
| 5Y | +53.7% | +219.0% | -165.3% | +0.9% |
| All | +213.7% | +699.0% | -485.3% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling