+937.3%
WDFC vs VT
+356.1%
+581.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.3% | -1.6% | +2.9% | +2.3% |
| 30D | +9.6% | -2.5% | +12.1% | +11.3% |
| 3M | -2.1% | -1.3% | -0.8% | -1.4% |
| 6M | +5.9% | +3.1% | +2.8% | +3.4% |
| YTD | +14.6% | +10.9% | +3.7% | +6.3% |
| 1Y | +15.9% | +12.1% | +3.9% | +6.7% |
| 3Y | +6.0% | +73.9% | -67.9% | -28.0% |
| 5Y | +2.9% | +58.0% | -55.1% | -26.0% |
| 10Y | +150.6% | +225.5% | -74.9% | +6.7% |
| All | +937.3% | +356.1% | +581.2% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling