-48.5%
WK vs VT
+66.2%
-114.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.3% | +0.4% | -3.7% | -3.8% |
| 30D | +24.1% | +1.0% | +23.1% | +22.7% |
| 3M | +56.1% | +2.4% | +53.7% | +49.8% |
| 6M | +23.8% | +12.0% | +11.8% | +3.3% |
| YTD | -11.2% | +15.3% | -26.6% | -29.3% |
| 1Y | +0.7% | +22.6% | -21.9% | -27.2% |
| 3Y | -30.6% | +74.7% | -105.3% | -72.1% |
| All | -48.5% | +66.2% | -114.7% | -75.8% |
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