-15.7%
WAFDP vs VT
+78.4%
-94.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.4% |
| 7D | -3.1% | -4.2% | +1.1% | -1.3% |
| 30D | -6.4% | -5.8% | -0.6% | -3.9% |
| 3M | -10.8% | -5.2% | -5.6% | -8.7% |
| 6M | -9.5% | +0.1% | -9.7% | -9.9% |
| YTD | -9.1% | +8.2% | -17.3% | -12.8% |
| 1Y | -6.0% | +10.1% | -16.1% | -10.7% |
| 3Y | +36.0% | +69.7% | -33.6% | +1.4% |
| 5Y | -22.9% | +53.4% | -76.3% | -42.2% |
| All | -15.7% | +78.4% | -94.2% | -38.4% |
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