+653.4%
WDC vs VT
+223.7%
+429.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +5.3% |
| 7D | -14.4% | +0.4% | -14.8% | -14.1% |
| 30D | -27.1% | -2.6% | -24.5% | -22.5% |
| 3M | -33.3% | -3.2% | -30.0% | -28.4% |
| 6M | -39.6% | +0.9% | -40.5% | -38.3% |
| YTD | +68.4% | +11.3% | +57.1% | +49.4% |
| 1Y | +78.2% | +14.0% | +64.2% | +53.2% |
| 3Y | +772.0% | +75.8% | +696.2% | +289.0% |
| 5Y | +584.9% | +57.8% | +527.1% | +272.2% |
| 10Y | +653.4% | +219.8% | +433.6% | +44.0% |
| All | +653.4% | +223.7% | +429.8% | +44.0% |
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 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