-97.5%
VWAV vs VT
+18.8%
-116.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.1% | -11.9% | -12.4% |
| 7D | -44.3% | -4.2% | -40.1% | -41.9% |
| 30D | -68.1% | -5.8% | -62.3% | -66.2% |
| 3M | -93.8% | -5.2% | -88.6% | -93.4% |
| 6M | -98.6% | +0.1% | -98.7% | -98.5% |
| YTD | -99.1% | +8.2% | -107.4% | -99.0% |
| 1Y | -99.3% | +10.1% | -109.4% | -99.1% |
| All | -97.5% | +18.8% | -116.3% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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