+377.4%
VT vs WWD
+944.9%
-567.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +0.4% | +1.3% | -0.8% | 0.0% |
| 30D | +1.0% | -7.2% | +8.1% | +3.4% |
| 3M | +2.4% | -3.8% | +6.2% | +3.0% |
| 6M | +12.0% | -9.9% | +21.9% | +14.6% |
| YTD | +15.3% | +14.8% | +0.5% | +7.9% |
| 1Y | +22.6% | +42.1% | -19.5% | +5.8% |
| 3Y | +74.7% | +170.8% | -96.1% | +17.2% |
| 5Y | +66.1% | +197.5% | -131.4% | +5.3% |
| 10Y | +225.0% | +477.8% | -252.8% | +47.0% |
| All | +377.4% | +944.9% | -567.4% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling