-40.6%
WAVE vs VT
+10.5%
-51.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -7.4% | -2.3% | -5.1% | -5.8% |
| 30D | -25.4% | -5.0% | -20.5% | -22.6% |
| 3M | -36.8% | -4.9% | -31.9% | -34.3% |
| 6M | -45.9% | -1.5% | -44.3% | -45.0% |
| YTD | -24.6% | +8.5% | -33.1% | -33.4% |
| 1Y | -40.6% | +11.4% | -52.0% | -50.0% |
| All | -40.6% | +10.5% | -51.1% | -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