-80.1%
WGS vs VT
+106.7%
-186.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | +0.7% |
| 7D | -9.4% | -4.2% | -5.2% | -1.5% |
| 30D | -10.0% | -5.8% | -4.2% | +1.3% |
| 3M | -7.9% | -5.2% | -2.7% | +2.6% |
| 6M | +86.5% | +0.1% | +86.4% | +87.3% |
| YTD | -50.5% | +8.2% | -58.7% | -58.5% |
| 1Y | -53.0% | +10.1% | -63.1% | -61.8% |
| 3Y | +3,436.3% | +69.7% | +3,366.6% | +1,097.6% |
| 5Y | -77.2% | +53.4% | -130.6% | -90.2% |
| All | -80.1% | +106.7% | -186.8% | -92.0% |
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