-97.9%
WIMI vs VT
+200.1%
-298.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -5.8% |
| 7D | -15.0% | +1.0% | -16.0% | -16.4% |
| 30D | -15.0% | -0.2% | -14.8% | -14.7% |
| 3M | -28.9% | +4.5% | -33.5% | -33.8% |
| 6M | -38.3% | +14.1% | -52.3% | -49.4% |
| YTD | -52.3% | +14.8% | -67.1% | -60.8% |
| 1Y | -71.5% | +21.2% | -92.7% | -78.1% |
| 3Y | -85.3% | +76.6% | -161.9% | -94.1% |
| 5Y | -97.5% | +66.6% | -164.1% | -98.8% |
| All | -97.9% | +200.1% | -298.0% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling