+86.2%
WBIL vs VT
+215.5%
-129.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -5.3% | -2.3% | -3.0% | -4.2% |
| 30D | -8.0% | -5.0% | -3.1% | -5.7% |
| 3M | -8.3% | -4.9% | -3.5% | -6.0% |
| 6M | +0.1% | -1.5% | +1.7% | +1.0% |
| YTD | +6.3% | +8.5% | -2.2% | +2.5% |
| 1Y | +6.6% | +11.4% | -4.8% | +1.5% |
| 3Y | +28.6% | +70.1% | -41.4% | +2.5% |
| 5Y | +21.9% | +53.7% | -31.8% | +0.4% |
| All | +86.2% | +215.5% | -129.3% | +14.7% |
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