+75.0%
WAR vs VT
+40.4%
+34.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.4% | +0.4% | -2.9% | -3.1% |
| 30D | -3.6% | +1.0% | -4.6% | -4.9% |
| 3M | -12.3% | +2.4% | -14.6% | -14.5% |
| 6M | +23.2% | +12.0% | +11.2% | +7.1% |
| YTD | +33.4% | +15.3% | +18.1% | +12.1% |
| 1Y | +47.8% | +22.6% | +25.2% | +16.1% |
| All | +75.0% | +40.4% | +34.6% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling