+77.0%
WANT vs VT
+157.6%
-80.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.2% |
| 7D | +5.7% | +2.4% | +3.4% | -2.0% |
| 30D | +21.2% | -1.5% | +22.7% | +28.7% |
| 3M | -1.2% | -4.1% | +2.9% | +15.3% |
| 6M | -7.2% | +0.6% | -7.7% | -6.9% |
| YTD | -15.0% | +11.0% | -26.1% | -37.4% |
| 1Y | -9.0% | +13.3% | -22.3% | -37.1% |
| 3Y | +67.6% | +73.4% | -5.8% | -64.7% |
| 5Y | -54.2% | +57.4% | -111.6% | -80.7% |
| All | +77.0% | +157.6% | -80.6% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling