-73.4%
WGS vs VT
+120.2%
-193.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.4% | +0.4% | -0.8% | -1.3% |
| 30D | +23.0% | +1.0% | +22.0% | +20.9% |
| 3M | +52.8% | +2.4% | +50.4% | +47.0% |
| 6M | +8.2% | +12.0% | -3.8% | -14.4% |
| YTD | -33.9% | +15.3% | -49.2% | -51.1% |
| 1Y | -34.0% | +22.6% | -56.6% | -56.8% |
| 3Y | +1,813.0% | +74.7% | +1,738.3% | +512.6% |
| 5Y | -73.9% | +66.1% | -140.1% | -90.4% |
| All | -73.4% | +120.2% | -193.6% | -90.6% |
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