-7.1%
WAL vs VT
+66.2%
-73.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +3.1% | +0.4% | +2.6% | +2.3% |
| 30D | -1.9% | +1.0% | -2.9% | -3.6% |
| 3M | +0.8% | +2.4% | -1.6% | -4.0% |
| 6M | +0.3% | +12.0% | -11.7% | -18.7% |
| YTD | -2.2% | +15.3% | -17.6% | -24.8% |
| 1Y | -9.5% | +22.6% | -32.1% | -37.8% |
| 3Y | +68.6% | +74.7% | -6.1% | -38.8% |
| All | -7.1% | +66.2% | -73.3% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling