-1.3%
WEN vs VT
+221.8%
-223.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | +1.6% | +2.4% | -0.8% | -0.5% |
| 30D | +28.6% | -1.5% | +30.1% | +29.9% |
| 3M | -3.5% | -4.1% | +0.7% | -0.2% |
| 6M | +3.8% | +0.6% | +3.3% | +2.3% |
| YTD | +4.0% | +11.0% | -7.0% | -7.0% |
| 1Y | +1.1% | +13.3% | -12.2% | -11.3% |
| 3Y | -47.2% | +73.4% | -120.6% | -69.8% |
| 5Y | -51.6% | +57.4% | -109.1% | -69.7% |
| All | -1.3% | +221.8% | -223.1% | -75.7% |
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