+210.0%
WINA vs VT
+221.8%
-11.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +4.3% | +2.4% | +2.0% | +2.5% |
| 30D | -7.1% | -1.5% | -5.6% | -6.1% |
| 3M | -20.8% | -4.1% | -16.7% | -18.4% |
| 6M | -21.2% | +0.6% | -21.8% | -21.9% |
| YTD | -31.1% | +11.0% | -42.2% | -36.9% |
| 1Y | -32.6% | +13.3% | -45.9% | -39.2% |
| 3Y | -31.1% | +73.4% | -104.5% | -55.3% |
| 5Y | +20.2% | +57.4% | -37.2% | -16.2% |
| All | +210.0% | +221.8% | -11.7% | +20.5% |
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