-59.4%
WAVE vs VT
+62.2%
-121.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -7.4% | -2.3% | -5.1% | -6.1% |
| 30D | -25.4% | -5.0% | -20.5% | -23.2% |
| 3M | -36.8% | -4.9% | -31.9% | -34.9% |
| 6M | -45.9% | -1.5% | -44.3% | -45.4% |
| YTD | -24.6% | +8.5% | -33.1% | -28.4% |
| 1Y | -40.6% | +11.4% | -52.0% | -44.4% |
| 3Y | +85.7% | +70.1% | +15.6% | +40.0% |
| 5Y | -37.1% | +53.7% | -90.8% | -40.4% |
| All | -59.4% | +62.2% | -121.6% | -66.2% |
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