-3.5%
WIT vs VT
+215.5%
-219.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | 0.0% | -2.3% | +2.3% | +1.6% |
| 30D | +29.3% | -5.0% | +34.3% | +34.1% |
| 3M | +8.5% | -4.9% | +13.4% | +12.4% |
| 6M | +9.2% | -1.5% | +10.8% | +9.8% |
| YTD | -23.1% | +8.5% | -31.6% | -28.5% |
| 1Y | -16.3% | +11.4% | -27.7% | -23.8% |
| 3Y | -1.0% | +70.1% | -71.1% | -35.3% |
| 5Y | -48.6% | +53.7% | -102.3% | -63.9% |
| All | -3.5% | +215.5% | -219.0% | -57.9% |
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