+228.7%
VTV vs WWD
+498.2%
-269.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.3% |
| 7D | -1.1% | -2.6% | +1.5% | -0.3% |
| 30D | -1.0% | -6.9% | +5.9% | +1.0% |
| 3M | +4.6% | -13.0% | +17.7% | +8.5% |
| 6M | +13.5% | -12.5% | +26.0% | +16.7% |
| YTD | +18.5% | +11.8% | +6.6% | +12.3% |
| 1Y | +22.9% | +41.1% | -18.2% | +7.5% |
| 3Y | +67.8% | +163.1% | -95.2% | +16.5% |
| 5Y | +81.8% | +187.6% | -105.8% | +19.3% |
| All | +228.7% | +498.2% | -269.5% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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