+81.8%
WANT vs VT
+158.3%
-76.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | -0.1% |
| 7D | +6.2% | +0.4% | +5.8% | +6.1% |
| 30D | +20.3% | -2.6% | +22.9% | +32.7% |
| 3M | -1.9% | -3.2% | +1.3% | +11.1% |
| 6M | -8.3% | +0.9% | -9.2% | -9.0% |
| YTD | -12.7% | +11.3% | -24.0% | -36.2% |
| 1Y | -11.3% | +14.0% | -25.3% | -39.7% |
| 3Y | +82.2% | +75.8% | +6.4% | -63.3% |
| 5Y | -53.5% | +57.8% | -111.3% | -80.5% |
| All | +81.8% | +158.3% | -76.5% | -72.2% |
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