+715.9%
VTV vs WY
+111.3%
+604.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.1% | -4.2% | +3.1% | +0.6% |
| 30D | -1.0% | -10.1% | +9.1% | +3.3% |
| 3M | +4.6% | -8.5% | +13.1% | +8.0% |
| 6M | +13.5% | -3.3% | +16.8% | +14.1% |
| YTD | +18.5% | -4.4% | +22.9% | +19.2% |
| 1Y | +22.9% | -11.5% | +34.4% | +27.3% |
| 3Y | +67.8% | -24.3% | +92.2% | +82.0% |
| 5Y | +81.8% | -21.3% | +103.2% | +89.8% |
| 10Y | +233.0% | +7.0% | +226.0% | +175.4% |
| All | +715.9% | +111.3% | +604.6% | +320.3% |
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