+224.6%
VT vs WWD
+468.3%
-243.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | -0.7% | +3.7% | -4.4% | -1.8% |
| 30D | -1.7% | +1.8% | -3.6% | -2.5% |
| 3M | -2.3% | -5.0% | +2.7% | -1.2% |
| 6M | +1.5% | -8.4% | +9.9% | +3.2% |
| YTD | +12.0% | +12.3% | -0.2% | +6.0% |
| 1Y | +12.9% | +26.2% | -13.4% | +2.6% |
| 3Y | +74.9% | +154.6% | -79.6% | +24.2% |
| 5Y | +59.9% | +195.3% | -135.3% | +5.9% |
| 10Y | +224.6% | +466.3% | -241.7% | +71.7% |
| All | +224.6% | +468.3% | -243.7% | +71.7% |
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