-32.9%
WDCX vs VT
+7.2%
-40.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.1% | +2.6% | +17.5% | +4.4% |
| 7D | -31.2% | +0.4% | -31.6% | -28.3% |
| 30D | -52.2% | -2.6% | -49.6% | -38.3% |
| 3M | -63.6% | -3.2% | -60.4% | -52.0% |
| 6M | -77.6% | +0.9% | -78.5% | -73.8% |
| All | -32.9% | +7.2% | -40.0% | -31.2% |
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