+163.1%
WDFC vs VT
+228.2%
-65.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.3% |
| 7D | +8.8% | -0.3% | +9.1% | +9.0% |
| 30D | +13.8% | -1.4% | +15.2% | +14.6% |
| 3M | -0.8% | -1.4% | +0.6% | -0.1% |
| 6M | +15.1% | +5.5% | +9.6% | +11.4% |
| YTD | +20.6% | +12.8% | +7.8% | +12.0% |
| 1Y | +20.3% | +15.4% | +4.8% | +10.2% |
| 3Y | +11.6% | +76.9% | -65.3% | -21.7% |
| 5Y | +9.4% | +60.4% | -51.0% | -19.3% |
| All | +163.1% | +228.2% | -65.1% | +23.5% |
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