+24.7%
WBIG vs VT
+220.8%
-196.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.3% | +2.4% | -1.1% | +0.3% |
| 30D | -0.9% | -1.5% | +0.6% | -0.3% |
| 3M | -3.4% | -4.1% | +0.7% | -1.7% |
| 6M | +8.2% | +0.6% | +7.7% | +7.8% |
| YTD | +12.1% | +11.0% | +1.0% | +6.9% |
| 1Y | +12.7% | +13.3% | -0.7% | +6.6% |
| 3Y | +28.0% | +73.4% | -45.4% | +1.7% |
| 5Y | +4.6% | +57.4% | -52.8% | -14.2% |
| 10Y | +52.6% | +221.7% | -169.1% | -4.4% |
| All | +24.7% | +220.8% | -196.1% | -20.1% |
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