+17.9%
WGO vs VT
+222.7%
-204.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -0.7% |
| 7D | -6.4% | +2.9% | -9.3% | -10.1% |
| 30D | +34.0% | -2.5% | +36.5% | +38.3% |
| 3M | -3.0% | -3.3% | +0.4% | +1.3% |
| 6M | +7.6% | +1.5% | +6.1% | +4.7% |
| YTD | -20.1% | +11.4% | -31.4% | -32.2% |
| 1Y | -5.0% | +11.9% | -16.9% | -19.9% |
| 3Y | -43.8% | +73.9% | -117.7% | -74.2% |
| 5Y | -52.5% | +57.9% | -110.4% | -74.8% |
| All | +17.9% | +222.7% | -204.7% | -79.7% |
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