+150.2%
WDFC vs VT
+215.5%
-65.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.7% |
| 7D | +0.4% | -2.3% | +2.8% | +1.8% |
| 30D | +10.5% | -5.0% | +15.5% | +13.5% |
| 3M | -3.7% | -4.9% | +1.2% | -1.1% |
| 6M | +6.0% | -1.5% | +7.6% | +6.6% |
| YTD | +14.7% | +8.5% | +6.2% | +8.9% |
| 1Y | +16.3% | +11.4% | +4.9% | +8.6% |
| 3Y | +5.5% | +70.1% | -64.6% | -24.4% |
| 5Y | +3.3% | +53.7% | -50.4% | -22.0% |
| All | +150.2% | +215.5% | -65.4% | +20.0% |
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