+278.4%
WGO vs VT
+374.2%
-95.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +1.4% | +0.4% | +1.0% | +0.8% |
| 30D | -3.0% | +1.0% | -3.9% | -4.2% |
| 3M | +11.7% | +2.4% | +9.3% | +8.0% |
| 6M | -18.6% | +12.0% | -30.6% | -30.4% |
| YTD | -21.1% | +15.3% | -36.4% | -35.1% |
| 1Y | -11.5% | +22.6% | -34.0% | -32.9% |
| 3Y | -48.9% | +74.7% | -123.6% | -75.2% |
| 5Y | -50.7% | +66.1% | -116.8% | -74.3% |
| 10Y | +52.8% | +225.0% | -172.2% | -63.8% |
| All | +278.4% | +374.2% | -95.7% | -31.1% |
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