+81.4%
WANT vs VT
+160.0%
-78.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -4.0% |
| 7D | -4.0% | -0.7% | -3.3% | -1.2% |
| 30D | +21.6% | -1.7% | +23.3% | +30.2% |
| 3M | -0.9% | -2.3% | +1.4% | +8.6% |
| 6M | -6.5% | +1.5% | -8.0% | -9.1% |
| YTD | -12.9% | +12.0% | -25.0% | -37.8% |
| 1Y | -15.4% | +12.9% | -28.3% | -40.6% |
| 3Y | +73.6% | +74.9% | -1.3% | -64.5% |
| 5Y | -52.7% | +59.9% | -112.6% | -81.0% |
| All | +81.4% | +160.0% | -78.6% | -72.9% |
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 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