+224.6%
VT vs WY
+3.1%
+221.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.7% | -5.1% | +4.4% | +1.1% |
| 30D | -1.7% | +9.0% | -10.8% | -5.0% |
| 3M | -2.3% | -16.7% | +14.4% | +3.7% |
| 6M | +1.5% | -10.3% | +11.8% | +4.3% |
| YTD | +12.0% | -10.5% | +22.6% | +14.7% |
| 1Y | +12.9% | -5.9% | +18.8% | +13.2% |
| 3Y | +74.9% | -24.7% | +99.7% | +86.9% |
| 5Y | +59.9% | -31.5% | +91.4% | +75.2% |
| 10Y | +224.6% | +4.7% | +219.9% | +188.8% |
| All | +224.6% | +3.1% | +221.5% | +188.8% |
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