+349.1%
VT vs WY
+103.0%
+246.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.5% |
| 7D | -2.3% | +3.1% | -5.4% | -3.7% |
| 30D | -5.0% | +13.0% | -17.9% | -10.1% |
| 3M | -4.9% | -16.8% | +11.9% | +2.1% |
| 6M | -1.5% | -11.2% | +9.6% | +2.1% |
| YTD | +8.5% | -9.1% | +17.6% | +10.7% |
| 1Y | +11.4% | -4.8% | +16.1% | +11.1% |
| 3Y | +70.1% | -25.3% | +95.3% | +84.1% |
| 5Y | +53.7% | -33.2% | +86.9% | +72.2% |
| 10Y | +220.0% | +6.6% | +213.4% | +159.7% |
| All | +349.1% | +103.0% | +246.1% | +133.2% |
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