+12.7%
WBD vs VT
+222.7%
-210.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | +0.4% | -2.3% | -2.3% |
| 30D | +8.8% | +1.0% | +7.8% | +7.5% |
| 3M | +4.6% | +2.4% | +2.2% | +1.3% |
| 6M | +1.1% | +12.0% | -10.9% | -12.5% |
| YTD | -2.0% | +15.3% | -17.3% | -18.3% |
| 1Y | +140.0% | +22.6% | +117.4% | +85.9% |
| 3Y | +144.4% | +74.7% | +69.7% | +29.9% |
| 5Y | -0.2% | +66.1% | -66.4% | -43.3% |
| All | +12.7% | +222.7% | -210.1% | -64.7% |
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