+73.0%
VT vs GWW
+92.8%
-19.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -0.1% | +5.5% | -5.7% | -1.6% |
| 30D | -3.1% | +14.4% | -17.5% | -6.6% |
| 3M | -3.5% | +13.7% | -17.2% | -6.9% |
| 6M | +0.5% | +20.1% | -19.6% | -5.0% |
| YTD | +10.8% | +47.1% | -36.3% | -2.1% |
| 1Y | +11.9% | +56.2% | -44.3% | -3.2% |
| 3Y | +73.0% | +90.5% | -17.5% | +41.2% |
| All | +73.0% | +92.8% | -19.9% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling