+1,038.0%
WAL vs VT
+363.9%
+674.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +0.8% |
| 7D | +4.3% | -0.3% | +4.6% | +4.8% |
| 30D | +4.2% | -1.4% | +5.7% | +6.3% |
| 3M | -5.6% | -1.4% | -4.2% | -3.7% |
| 6M | +0.3% | +5.5% | -5.2% | -7.6% |
| YTD | -4.3% | +12.8% | -17.1% | -19.7% |
| 1Y | +4.4% | +15.4% | -11.0% | -15.2% |
| 3Y | +74.8% | +76.9% | -2.1% | -20.3% |
| 5Y | -25.4% | +60.4% | -85.9% | -58.5% |
| 10Y | +150.3% | +232.8% | -82.5% | -43.5% |
| All | +1,038.0% | +363.9% | +674.1% | +133.9% |
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