+1,062.6%
WAL vs VT
+374.2%
+688.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +3.1% | +0.4% | +2.6% | +2.5% |
| 30D | -1.9% | +1.0% | -2.9% | -3.3% |
| 3M | +0.8% | +2.4% | -1.6% | -3.0% |
| 6M | +0.3% | +12.0% | -11.7% | -15.1% |
| YTD | -2.2% | +15.3% | -17.6% | -20.5% |
| 1Y | -9.5% | +22.6% | -32.1% | -32.5% |
| 3Y | +68.6% | +74.7% | -6.1% | -21.2% |
| 5Y | -7.5% | +66.1% | -73.6% | -50.8% |
| 10Y | +145.9% | +225.0% | -79.1% | -42.9% |
| All | +1,062.6% | +374.2% | +688.4% | +131.9% |
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