-53.5%
WB vs VT
+255.0%
-308.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.9% | +0.4% | -4.3% | -4.4% |
| 30D | -15.5% | +1.0% | -16.4% | -16.5% |
| 3M | -14.4% | +2.4% | -16.8% | -17.4% |
| 6M | -25.5% | +12.0% | -37.5% | -35.9% |
| YTD | -29.6% | +15.3% | -45.0% | -41.6% |
| 1Y | -37.7% | +22.6% | -60.2% | -52.1% |
| 3Y | -34.9% | +74.7% | -109.5% | -68.0% |
| 5Y | -82.5% | +66.1% | -148.7% | -90.7% |
| 10Y | -81.0% | +225.0% | -306.0% | -95.9% |
| All | -53.5% | +255.0% | -308.5% | -92.1% |
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