+141.8%
WBD vs VT
+189.2%
-47.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +4.7% | +1.2% | +3.5% | +3.6% |
| 30D | -2.6% | +6.3% | -8.9% | -7.9% |
| 3M | -10.2% | +4.1% | -14.3% | -13.3% |
| 6M | -30.3% | +8.8% | -39.0% | -35.4% |
| YTD | -15.4% | +18.7% | -34.1% | -28.6% |
| 1Y | +24.0% | +33.2% | -9.2% | -5.7% |
| 3Y | -21.2% | +63.4% | -84.6% | -50.6% |
| 5Y | -0.7% | +107.5% | -108.2% | -50.0% |
| 10Y | +13.2% | +206.3% | -193.1% | -59.6% |
| All | +141.8% | +189.2% | -47.4% | -7.7% |
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 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