+348.0%
VT vs GWW
+2,203.4%
-1,855.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -2.9% |
| 7D | -4.2% | +5.8% | -10.0% | -6.6% |
| 30D | -5.8% | +13.8% | -19.6% | -11.2% |
| 3M | -5.2% | +13.2% | -18.4% | -10.6% |
| 6M | +0.1% | +28.4% | -28.3% | -11.2% |
| YTD | +8.2% | +44.7% | -36.4% | -9.6% |
| 1Y | +10.1% | +52.1% | -41.9% | -10.2% |
| 3Y | +69.7% | +93.9% | -24.2% | +21.3% |
| 5Y | +53.4% | +221.4% | -168.0% | -16.0% |
| 10Y | +219.2% | +719.8% | -500.6% | -3.0% |
| All | +348.0% | +2,203.4% | -1,855.4% | -47.0% |
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