-45.7%
WAVE vs VT
+72.4%
-118.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.8% | +0.4% | -11.2% | -11.0% |
| 30D | -16.1% | +1.0% | -17.1% | -16.6% |
| 3M | -38.0% | +2.4% | -40.4% | -38.8% |
| 6M | +9.3% | +12.0% | -2.7% | +2.0% |
| YTD | +0.9% | +15.3% | -14.5% | -7.5% |
| 1Y | -29.5% | +22.6% | -52.1% | -37.8% |
| 3Y | +153.9% | +74.7% | +79.2% | +88.1% |
| 5Y | -29.3% | +66.1% | -95.4% | -36.9% |
| All | -45.7% | +72.4% | -118.1% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling