-77.9%
WGS vs VT
+53.4%
-131.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.5% |
| 7D | -9.7% | -2.3% | -7.4% | -5.4% |
| 30D | -9.0% | -5.0% | -4.0% | +0.9% |
| 3M | -10.4% | -4.9% | -5.5% | -0.6% |
| 6M | +79.7% | -1.5% | +81.2% | +86.6% |
| YTD | -52.0% | +8.5% | -60.5% | -60.2% |
| 1Y | -55.0% | +11.4% | -66.4% | -64.6% |
| 3Y | +3,703.0% | +70.1% | +3,633.0% | +1,121.3% |
| All | -77.9% | +53.4% | -131.3% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling