-81.3%
WB vs VT
+223.7%
-305.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -4.9% |
| 7D | +0.9% | +0.4% | +0.6% | +0.2% |
| 30D | -2.0% | -2.6% | +0.6% | +0.8% |
| 3M | -19.3% | -3.2% | -16.0% | -16.4% |
| 6M | -24.5% | +0.9% | -25.4% | -26.1% |
| YTD | -32.9% | +11.3% | -44.2% | -41.8% |
| 1Y | -34.3% | +14.0% | -48.3% | -44.7% |
| 3Y | -25.8% | +75.8% | -101.7% | -63.3% |
| 5Y | -79.3% | +57.8% | -137.2% | -88.2% |
| 10Y | -81.3% | +219.8% | -301.1% | -96.6% |
| All | -81.3% | +223.7% | -305.0% | -96.6% |
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