+81.4%
WIA vs VT
+374.2%
-292.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | 0.0% | +1.0% | -0.9% | -0.1% |
| 3M | -0.7% | +2.4% | -3.0% | -1.0% |
| 6M | 0.0% | +12.0% | -12.0% | -1.5% |
| YTD | +0.7% | +15.3% | -14.7% | -1.3% |
| 1Y | +1.9% | +22.6% | -20.7% | -1.0% |
| 3Y | +22.4% | +74.7% | -52.3% | +13.1% |
| 5Y | -5.1% | +66.1% | -71.2% | -12.1% |
| 10Y | +42.4% | +225.0% | -182.6% | +20.5% |
| All | +81.4% | +374.2% | -292.8% | +40.2% |
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