-42.7%
WAVE vs VT
+13.3%
-56.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +3.9% |
| 7D | +3.3% | -0.7% | +4.0% | +3.8% |
| 30D | -18.8% | -1.7% | -17.0% | -17.8% |
| 3M | -35.0% | -2.3% | -32.7% | -33.8% |
| 6M | -41.8% | +1.5% | -43.3% | -42.0% |
| YTD | -20.0% | +12.0% | -32.1% | -29.6% |
| 1Y | -42.7% | +12.9% | -55.6% | -50.0% |
| All | -42.7% | +13.3% | -56.0% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling