+58.7%
WCEO vs VT
+87.7%
-29.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | +3.0% | +2.9% | +0.1% | 0.0% |
| 30D | +4.1% | -2.5% | +6.6% | +6.8% |
| 3M | -0.1% | -3.3% | +3.2% | +3.4% |
| 6M | +11.3% | +1.5% | +9.8% | +9.0% |
| YTD | +19.9% | +11.4% | +8.6% | +5.9% |
| 1Y | +22.7% | +11.9% | +10.8% | +7.7% |
| 3Y | +66.0% | +73.9% | -7.9% | -12.5% |
| All | +58.7% | +87.7% | -29.0% | -24.3% |
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