+221.8%
VT vs WWD
+439.4%
-217.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +2.4% | +4.0% | -1.6% | +1.2% |
| 30D | -1.5% | +0.4% | -1.9% | -1.8% |
| 3M | -4.1% | -7.9% | +3.8% | -2.1% |
| 6M | +0.6% | -10.6% | +11.2% | +2.9% |
| YTD | +11.0% | +9.4% | +1.6% | +5.9% |
| 1Y | +13.3% | +25.7% | -12.4% | +3.1% |
| 3Y | +73.4% | +148.5% | -75.1% | +24.0% |
| 5Y | +57.4% | +189.5% | -132.1% | +4.8% |
| All | +221.8% | +439.4% | -217.5% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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