-0.7%
WGMI vs VT
+66.3%
-66.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -0.7% |
| 7D | -9.0% | -0.1% | -8.8% | -8.4% |
| 30D | -33.6% | -3.1% | -30.5% | -26.3% |
| 3M | -41.3% | -3.5% | -37.8% | -33.5% |
| 6M | -53.9% | +0.5% | -54.4% | -52.2% |
| YTD | -30.2% | +10.8% | -41.0% | -42.4% |
| 1Y | -50.1% | +11.9% | -62.0% | -59.6% |
| 3Y | +180.8% | +73.0% | +107.8% | -16.5% |
| All | -0.7% | +66.3% | -66.9% | -61.9% |
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