+48.8%
WGO vs VT
+221.4%
-172.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.5% |
| 7D | +1.4% | +1.0% | +0.4% | 0.0% |
| 30D | -7.6% | -0.2% | -7.3% | -7.2% |
| 3M | +7.6% | +4.5% | +3.1% | +1.0% |
| 6M | -16.2% | +14.1% | -30.2% | -30.9% |
| YTD | -24.4% | +14.8% | -39.1% | -38.2% |
| 1Y | -15.0% | +21.2% | -36.2% | -35.7% |
| 3Y | -46.7% | +76.6% | -123.2% | -75.9% |
| 5Y | -51.2% | +66.6% | -117.8% | -75.9% |
| 10Y | +48.8% | +222.3% | -173.5% | -70.7% |
| All | +48.8% | +221.4% | -172.7% | -70.7% |
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