+2.6%
WEN vs VT
+215.5%
-212.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | +13.0% | -2.3% | +15.4% | +15.1% |
| 30D | +33.4% | -5.0% | +38.3% | +39.0% |
| 3M | +11.2% | -4.9% | +16.1% | +15.9% |
| 6M | +25.9% | -1.5% | +27.4% | +26.2% |
| YTD | +2.4% | +8.5% | -6.1% | -6.5% |
| 1Y | -1.8% | +11.4% | -13.2% | -12.6% |
| 3Y | -49.1% | +70.1% | -119.2% | -70.4% |
| 5Y | -54.5% | +53.7% | -108.2% | -70.8% |
| All | +2.6% | +215.5% | -212.9% | -73.0% |
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