+98.0%
WEN vs VT
+345.0%
-247.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.1% | +7.9% | +7.3% |
| 7D | +10.7% | -4.2% | +14.9% | +14.6% |
| 30D | +28.9% | -5.8% | +34.7% | +35.3% |
| 3M | +0.2% | -5.2% | +5.5% | +4.7% |
| 6M | +23.4% | +0.1% | +23.3% | +21.9% |
| YTD | -0.3% | +8.2% | -8.5% | -8.3% |
| 1Y | -7.0% | +10.1% | -17.1% | -15.8% |
| 3Y | -50.9% | +69.7% | -120.6% | -70.1% |
| 5Y | -55.6% | +53.4% | -109.0% | -70.8% |
| 10Y | +2.0% | +219.2% | -217.2% | -64.4% |
| All | +98.0% | +345.0% | -247.0% | -56.2% |
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