-57.0%
WAVE vs VT
+67.5%
-124.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.0% |
| 7D | +3.3% | -0.7% | +4.0% | +3.8% |
| 30D | -18.8% | -1.7% | -17.0% | -18.0% |
| 3M | -35.0% | -2.3% | -32.7% | -34.0% |
| 6M | -41.8% | +1.5% | -43.3% | -42.2% |
| YTD | -20.0% | +12.0% | -32.1% | -25.4% |
| 1Y | -42.7% | +12.9% | -55.6% | -46.8% |
| 3Y | +123.4% | +74.9% | +48.5% | +65.8% |
| 5Y | -33.3% | +59.9% | -93.2% | -39.2% |
| All | -57.0% | +67.5% | -124.4% | -64.8% |
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