-57.9%
WAVE vs VT
+66.4%
-124.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +2.3% |
| 7D | -3.0% | +0.4% | -3.3% | -3.2% |
| 30D | -22.0% | -2.6% | -19.4% | -20.9% |
| 3M | -34.1% | -3.2% | -30.9% | -32.8% |
| 6M | -41.0% | +0.9% | -42.0% | -41.3% |
| YTD | -21.7% | +11.3% | -33.0% | -26.7% |
| 1Y | -38.4% | +14.0% | -52.4% | -43.1% |
| 3Y | +100.4% | +75.8% | +24.6% | +48.3% |
| 5Y | -37.4% | +57.8% | -95.2% | -41.8% |
| All | -57.9% | +66.4% | -124.3% | -65.5% |
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