+156.4%
WAFD vs VT
+363.9%
-207.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | -0.5% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | -0.1% | -1.4% | +1.3% | +1.2% |
| 3M | -19.4% | -1.4% | -18.0% | -18.4% |
| 6M | -13.2% | +5.5% | -18.6% | -18.2% |
| YTD | -3.7% | +12.8% | -16.5% | -15.4% |
| 1Y | +3.9% | +15.4% | -11.6% | -10.9% |
| 3Y | +23.9% | +76.9% | -53.0% | -30.2% |
| 5Y | -1.2% | +60.4% | -61.6% | -38.8% |
| 10Y | +48.5% | +232.8% | -184.3% | -54.6% |
| All | +156.4% | +363.9% | -207.5% | -28.4% |
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