+817.5%
VTI vs WBD
+288.3%
+529.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.4% | -1.7% | +1.3% | +0.1% |
| 30D | -1.6% | +3.9% | -5.5% | -2.5% |
| 3M | +3.6% | +5.1% | -1.5% | +2.2% |
| 6M | +13.0% | +0.6% | +12.4% | +12.7% |
| YTD | +12.7% | -3.2% | +15.8% | +13.4% |
| 1Y | +18.4% | +127.7% | -109.3% | -5.1% |
| 3Y | +76.4% | +146.6% | -70.1% | +30.0% |
| 5Y | +73.7% | +4.2% | +69.5% | +50.1% |
| 10Y | +302.5% | +13.7% | +288.8% | +189.6% |
| All | +817.5% | +288.3% | +529.2% | +273.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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