+377.4%
VT vs WY
+122.7%
+254.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.4% |
| 7D | +0.4% | -1.7% | +2.2% | +1.2% |
| 30D | +1.0% | -10.1% | +11.1% | +5.5% |
| 3M | +2.4% | -5.1% | +7.5% | +4.0% |
| 6M | +12.0% | -4.8% | +16.8% | +13.3% |
| YTD | +15.3% | -0.2% | +15.6% | +13.8% |
| 1Y | +22.6% | -6.6% | +29.2% | +24.0% |
| 3Y | +74.7% | -22.7% | +97.4% | +87.5% |
| 5Y | +66.1% | -22.2% | +88.4% | +74.8% |
| 10Y | +225.0% | +7.3% | +217.7% | +165.6% |
| All | +377.4% | +122.7% | +254.7% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling