+35.5%
WERN vs VT
+224.4%
-188.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.6% |
| 7D | -5.1% | -0.7% | -4.4% | -4.5% |
| 30D | -14.9% | -1.7% | -13.2% | -13.7% |
| 3M | -23.3% | -2.3% | -21.0% | -21.9% |
| 6M | -20.8% | +1.5% | -22.3% | -21.9% |
| YTD | -5.7% | +12.0% | -17.8% | -14.2% |
| 1Y | +14.0% | +12.9% | +1.1% | +3.2% |
| 3Y | -20.4% | +74.9% | -95.4% | -49.1% |
| 5Y | -35.3% | +59.9% | -95.2% | -56.0% |
| 10Y | +35.5% | +224.6% | -189.2% | -51.4% |
| All | +35.5% | +224.4% | -188.9% | -51.4% |
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