+25.8%
WBIG vs VT
+226.6%
-200.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | -2.7% | -2.0% | -0.7% | -1.8% |
| 30D | -1.7% | -1.4% | -0.2% | -1.1% |
| 3M | +5.0% | +4.7% | +0.3% | +2.9% |
| 6M | +10.0% | +11.4% | -1.4% | +4.9% |
| YTD | +13.0% | +13.1% | 0.0% | +7.1% |
| 1Y | +17.4% | +19.0% | -1.7% | +8.9% |
| 3Y | +22.3% | +73.9% | -51.7% | -2.9% |
| 5Y | +9.3% | +65.4% | -56.1% | -12.1% |
| 10Y | +57.7% | +225.4% | -167.7% | -1.6% |
| All | +25.8% | +226.6% | -200.8% | -20.0% |
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