-99.8%
WFF vs VT
+35.5%
-135.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.9% |
| 7D | -0.9% | +2.9% | -3.8% | -6.1% |
| 30D | -97.9% | -2.5% | -95.4% | -97.3% |
| 3M | -97.2% | -3.3% | -93.9% | -96.5% |
| 6M | -97.7% | +1.5% | -99.3% | -97.2% |
| YTD | -98.0% | +11.4% | -109.4% | -97.7% |
| 1Y | -98.5% | +11.9% | -110.4% | -98.3% |
| All | -99.8% | +35.5% | -135.3% | -99.7% |
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