+23.3%
WCME vs VT
+34.6%
-11.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -1.1% | -0.1% | -1.0% | -0.9% |
| 30D | -11.0% | -3.1% | -7.9% | -7.7% |
| 3M | -7.5% | -3.5% | -4.0% | -3.5% |
| 6M | -11.3% | +0.5% | -11.8% | -11.0% |
| YTD | +0.7% | +10.8% | -10.1% | -8.0% |
| 1Y | -1.9% | +11.9% | -13.8% | -11.1% |
| All | +23.3% | +34.6% | -11.3% | -4.2% |
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