+219.2%
VT vs WY
0.0%
+219.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | -0.1% | +0.2% | -0.3% | -0.3% |
| 30D | -3.1% | +8.0% | -11.1% | -5.9% |
| 3M | -3.5% | -17.7% | +14.2% | +2.8% |
| 6M | +0.5% | -10.8% | +11.2% | +3.5% |
| YTD | +10.8% | -10.6% | +21.4% | +13.4% |
| 1Y | +11.9% | -5.7% | +17.6% | +12.2% |
| 3Y | +73.0% | -24.8% | +97.8% | +84.9% |
| 5Y | +58.6% | -31.7% | +90.3% | +74.0% |
| 10Y | +219.2% | +2.9% | +216.3% | +183.9% |
| All | +219.2% | 0.0% | +219.2% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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