-79.4%
WBX vs VT
+70.2%
-149.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +3.0% |
| 7D | -20.3% | +2.4% | -22.7% | -24.1% |
| 30D | -20.3% | -1.5% | -18.8% | -18.7% |
| 3M | -28.9% | -4.1% | -24.7% | -23.5% |
| 6M | -24.3% | +0.6% | -24.8% | -25.4% |
| YTD | -9.4% | +11.0% | -20.4% | -27.5% |
| 1Y | -39.8% | +13.3% | -53.1% | -53.7% |
| 3Y | +51.4% | +73.4% | -22.0% | -35.8% |
| 5Y | -87.2% | +57.4% | -144.6% | -94.3% |
| All | -79.4% | +70.2% | -149.6% | -90.9% |
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