+57.7%
WANT vs VT
+166.3%
-108.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -0.7% |
| 7D | -1.8% | +1.0% | -2.9% | -5.0% |
| 30D | -14.9% | -0.2% | -14.6% | -14.1% |
| 3M | -8.6% | +4.5% | -13.1% | -20.5% |
| 6M | -11.5% | +14.1% | -25.6% | -41.4% |
| YTD | -24.3% | +14.8% | -39.0% | -50.7% |
| 1Y | -25.6% | +21.2% | -46.8% | -58.9% |
| 3Y | +26.2% | +76.6% | -50.4% | -74.8% |
| 5Y | -45.7% | +66.6% | -112.3% | -81.0% |
| All | +57.7% | +166.3% | -108.5% | -78.5% |
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