-56.4%
WB vs VT
+241.5%
-297.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.9% | -1.6% | +3.5% | +4.0% |
| 30D | -0.5% | -2.5% | +2.0% | +2.6% |
| 3M | -22.9% | -1.3% | -21.6% | -21.8% |
| 6M | -24.6% | +3.1% | -27.7% | -28.1% |
| YTD | -34.0% | +10.9% | -45.0% | -42.6% |
| 1Y | -37.6% | +12.1% | -49.7% | -46.5% |
| 3Y | -31.7% | +73.9% | -105.6% | -66.4% |
| 5Y | -80.3% | +58.0% | -138.3% | -88.9% |
| 10Y | -80.3% | +225.5% | -305.8% | -95.8% |
| All | -56.4% | +241.5% | -297.9% | -92.3% |
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