+377.4%
VT vs GWW
+2,002.0%
-1,624.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +0.4% | +1.4% | -0.9% | -0.2% |
| 30D | +1.0% | +3.3% | -2.3% | -0.6% |
| 3M | +2.4% | +2.9% | -0.5% | +0.6% |
| 6M | +12.0% | +15.8% | -3.8% | +4.1% |
| YTD | +15.3% | +32.0% | -16.7% | +0.6% |
| 1Y | +22.6% | +29.9% | -7.3% | +7.4% |
| 3Y | +74.7% | +91.1% | -16.4% | +25.5% |
| 5Y | +66.1% | +223.9% | -157.8% | -9.7% |
| 10Y | +225.0% | +567.0% | -342.0% | +10.3% |
| All | +377.4% | +2,002.0% | -1,624.6% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling