-54.4%
WK vs VT
+53.4%
-107.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +0.2% | -15.1% | -15.2% |
| 7D | -13.0% | -2.3% | -10.7% | -10.7% |
| 30D | +1.7% | -5.0% | +6.7% | +7.8% |
| 3M | +17.3% | -4.9% | +22.1% | +24.1% |
| 6M | +41.2% | -1.5% | +42.7% | +40.6% |
| YTD | -15.6% | +8.5% | -24.1% | -27.9% |
| 1Y | -16.3% | +11.4% | -27.7% | -31.3% |
| 3Y | -18.0% | +70.1% | -88.0% | -66.6% |
| All | -54.4% | +53.4% | -107.9% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling