+695.1%
WDC vs VT
+224.4%
+470.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.2% | +6.3% |
| 7D | -3.2% | -0.7% | -2.6% | -0.7% |
| 30D | -19.0% | -1.7% | -17.3% | -15.1% |
| 3M | -28.4% | -2.3% | -26.1% | -24.4% |
| 6M | -39.2% | +1.5% | -40.7% | -38.4% |
| YTD | +82.1% | +12.0% | +70.0% | +59.9% |
| 1Y | +84.7% | +12.9% | +71.8% | +61.3% |
| 3Y | +825.6% | +74.9% | +750.7% | +316.1% |
| 5Y | +608.2% | +59.9% | +548.2% | +276.5% |
| 10Y | +695.1% | +224.6% | +470.5% | +41.8% |
| All | +695.1% | +224.4% | +470.8% | +41.8% |
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