-74.1%
WBX vs VT
+70.6%
-144.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -4.6% |
| 7D | 0.0% | +0.4% | -0.4% | -1.4% |
| 30D | -3.6% | -2.6% | -1.0% | +0.8% |
| 3M | -21.0% | -3.2% | -17.8% | -16.5% |
| 6M | -2.9% | +0.9% | -3.9% | -5.0% |
| YTD | +14.1% | +11.3% | +2.8% | -9.0% |
| 1Y | -33.9% | +14.0% | -47.9% | -49.8% |
| 3Y | +94.9% | +75.8% | +19.0% | -18.8% |
| 5Y | -83.5% | +57.8% | -141.4% | -92.7% |
| All | -74.1% | +70.6% | -144.7% | -88.5% |
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