+36.7%
WAFD vs VT
+223.7%
-187.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -1.8% |
| 7D | -2.2% | +0.4% | -2.6% | -2.7% |
| 30D | +0.8% | -2.6% | +3.4% | +3.3% |
| 3M | -19.5% | -3.2% | -16.3% | -17.0% |
| 6M | -15.2% | +0.9% | -16.2% | -16.7% |
| YTD | -5.1% | +11.3% | -16.5% | -16.1% |
| 1Y | +1.5% | +14.0% | -12.5% | -12.6% |
| 3Y | +30.7% | +75.8% | -45.2% | -28.3% |
| 5Y | -1.8% | +57.8% | -59.7% | -39.6% |
| 10Y | +36.7% | +219.8% | -183.1% | -60.5% |
| All | +36.7% | +223.7% | -187.0% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling