+19.2%
WCME vs VT
+31.5%
-12.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -1.1% |
| 7D | -6.5% | -4.2% | -2.3% | -1.8% |
| 30D | -15.2% | -5.8% | -9.4% | -9.2% |
| 3M | -12.0% | -5.2% | -6.7% | -6.2% |
| 6M | -13.0% | +0.1% | -13.2% | -12.2% |
| YTD | -2.7% | +8.2% | -10.9% | -8.7% |
| 1Y | -5.5% | +10.1% | -15.6% | -12.6% |
| All | +19.2% | +31.5% | -12.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling