+44.7%
WAR vs VT
+34.9%
+9.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | -7.0% | -0.1% | -6.8% | -6.5% |
| 30D | -17.8% | -3.1% | -14.8% | -13.3% |
| 3M | -20.7% | -3.5% | -17.2% | -15.6% |
| 6M | -18.8% | +0.5% | -19.3% | -17.6% |
| YTD | +10.3% | +10.8% | -0.5% | -0.8% |
| 1Y | +12.1% | +11.9% | +0.2% | -0.3% |
| All | +44.7% | +34.9% | +9.8% | +4.0% |
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