-89.1%
WFF vs VT
+40.4%
-129.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +18.6% | +0.4% | +18.2% | +18.3% |
| 30D | -22.4% | +1.0% | -23.4% | -23.1% |
| 3M | +0.5% | +2.4% | -1.9% | -1.2% |
| 6M | -34.6% | +12.0% | -46.6% | -39.6% |
| YTD | -11.3% | +15.3% | -26.6% | -19.5% |
| 1Y | -57.1% | +22.6% | -79.6% | -61.4% |
| All | -89.1% | +40.4% | -129.5% | -90.1% |
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