+359.2%
VT vs IWD
+452.8%
-93.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -2.5% | +3.7% | -6.2% | -5.8% |
| 3M | -1.3% | +2.1% | -3.4% | -3.2% |
| 6M | +3.1% | +12.8% | -9.7% | -8.1% |
| YTD | +10.9% | +24.2% | -13.3% | -9.7% |
| 1Y | +12.1% | +28.7% | -16.6% | -11.8% |
| 3Y | +73.9% | +79.6% | -5.7% | -0.5% |
| 5Y | +58.0% | +70.5% | -12.6% | -4.8% |
| 10Y | +225.5% | +212.3% | +13.2% | +8.2% |
| All | +359.2% | +452.8% | -93.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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