+441.0%
WD vs VT
+382.0%
+58.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | +4.1% | +1.0% | +3.1% | +3.0% |
| 30D | -4.1% | -0.2% | -3.8% | -3.7% |
| 3M | -17.7% | +4.5% | -22.3% | -21.9% |
| 6M | -9.0% | +14.1% | -23.1% | -21.9% |
| YTD | -27.1% | +14.8% | -41.9% | -37.9% |
| 1Y | -48.6% | +21.2% | -69.8% | -59.0% |
| 3Y | -42.1% | +76.6% | -118.6% | -69.4% |
| 5Y | -55.9% | +66.6% | -122.4% | -74.7% |
| 10Y | +102.9% | +222.3% | -119.4% | -35.1% |
| All | +441.0% | +382.0% | +58.9% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling