-23.5%
WIT vs VT
+222.7%
-246.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.5% | +0.4% | -1.0% | -0.9% |
| 30D | -9.5% | +1.0% | -10.5% | -10.2% |
| 3M | -11.6% | +2.4% | -13.9% | -13.4% |
| 6M | -16.8% | +12.0% | -28.8% | -24.2% |
| YTD | -35.5% | +15.3% | -50.9% | -42.6% |
| 1Y | -32.9% | +22.6% | -55.5% | -43.2% |
| 3Y | -24.3% | +74.7% | -99.0% | -51.4% |
| 5Y | -59.8% | +66.1% | -125.9% | -73.2% |
| All | -23.5% | +222.7% | -246.2% | -67.5% |
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