+83.4%
WIW vs VT
+345.0%
-261.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.2% |
| 7D | +0.6% | -4.2% | +4.8% | +1.3% |
| 30D | +1.7% | -5.8% | +7.5% | +2.6% |
| 3M | -1.5% | -5.2% | +3.8% | -0.7% |
| 6M | -1.7% | +0.1% | -1.8% | -1.8% |
| YTD | +0.4% | +8.2% | -7.8% | -0.9% |
| 1Y | -0.4% | +10.1% | -10.6% | -2.0% |
| 3Y | +21.9% | +69.7% | -47.7% | +12.3% |
| 5Y | -4.3% | +53.4% | -57.7% | -11.0% |
| 10Y | +41.6% | +219.2% | -177.6% | +19.3% |
| All | +83.4% | +345.0% | -261.6% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling