+330.0%
WERN vs VT
+374.2%
-44.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +4.2% | +0.4% | +3.8% | +3.9% |
| 30D | +5.9% | +1.0% | +4.9% | +5.1% |
| 3M | -7.1% | +2.4% | -9.5% | -8.8% |
| 6M | +16.9% | +12.0% | +4.9% | +6.9% |
| YTD | +35.1% | +15.3% | +19.7% | +20.6% |
| 1Y | +41.4% | +22.6% | +18.8% | +20.5% |
| 3Y | +1.4% | +74.7% | -73.2% | -34.6% |
| 5Y | -9.2% | +66.1% | -75.4% | -39.6% |
| 10Y | +119.1% | +225.0% | -105.9% | -15.4% |
| All | +330.0% | +374.2% | -44.2% | +26.3% |
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