+1,188.5%
WDC vs VTV
+234.5%
+954.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -4.1% |
| 7D | -4.3% | -1.1% | -3.2% | -2.7% |
| 30D | -1.5% | -1.0% | -0.5% | -0.1% |
| 3M | -15.5% | +4.6% | -20.1% | -21.3% |
| 6M | +66.5% | +13.5% | +52.9% | +38.7% |
| YTD | +159.9% | +18.5% | +141.4% | +104.7% |
| 1Y | +366.0% | +22.9% | +343.1% | +247.2% |
| 3Y | +1,285.8% | +67.8% | +1,218.0% | +560.6% |
| 5Y | +925.6% | +81.8% | +843.7% | +345.9% |
| All | +1,188.5% | +234.5% | +954.0% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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