+259.7%
WINA vs VT
+224.5%
+35.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -5.7% | +0.4% | -6.1% | -6.0% |
| 30D | -12.0% | +1.0% | -13.0% | -12.7% |
| 3M | -16.1% | +2.4% | -18.5% | -17.8% |
| 6M | -33.0% | +12.0% | -45.0% | -38.7% |
| YTD | -20.8% | +15.3% | -36.1% | -29.3% |
| 1Y | -31.4% | +22.6% | -54.0% | -41.5% |
| 3Y | -9.0% | +74.7% | -83.6% | -40.9% |
| 5Y | +78.2% | +66.1% | +12.1% | +19.9% |
| All | +259.7% | +224.5% | +35.3% | +49.8% |
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