-82.2%
VWAV vs VT
+26.6%
-108.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.7% | -4.7% |
| 7D | -34.4% | +0.4% | -34.8% | -34.4% |
| 30D | -55.3% | +1.0% | -56.3% | -55.4% |
| 3M | -90.0% | +2.4% | -92.4% | -90.1% |
| 6M | -91.4% | +12.0% | -103.4% | -91.3% |
| YTD | -93.7% | +15.3% | -109.1% | -93.2% |
| 1Y | -94.6% | +22.6% | -117.2% | -89.7% |
| All | -82.2% | +26.6% | -108.8% | -20.4% |
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