+370.1%
WK vs VT
+221.8%
+148.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | -6.3% | +2.4% | -8.7% | -8.8% |
| 30D | -6.2% | -1.5% | -4.7% | -5.1% |
| 3M | -7.6% | -4.1% | -3.5% | -3.8% |
| 6M | +53.8% | +0.6% | +53.3% | +50.2% |
| YTD | -21.0% | +11.0% | -32.0% | -32.0% |
| 1Y | -25.3% | +13.3% | -38.6% | -37.3% |
| 3Y | -23.5% | +73.4% | -96.8% | -61.2% |
| 5Y | -56.6% | +57.4% | -114.1% | -74.9% |
| All | +370.1% | +221.8% | +148.3% | +46.1% |
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