+43.4%
WAY vs VT
+46.9%
-3.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.2% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | +12.1% | -1.4% | +13.6% | +13.2% |
| 3M | +24.9% | -1.4% | +26.3% | +26.1% |
| 6M | +42.2% | +5.5% | +36.7% | +35.9% |
| YTD | -9.3% | +12.8% | -22.2% | -18.8% |
| 1Y | -20.8% | +15.4% | -36.2% | -30.5% |
| All | +43.4% | +46.9% | -3.4% | +10.0% |
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 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