+0.9%
WKC vs VT
+217.6%
-216.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -7.0% | -0.1% | -6.8% | -7.0% |
| 30D | -2.9% | -3.1% | +0.1% | +0.3% |
| 3M | -3.9% | -3.5% | -0.4% | -0.4% |
| 6M | +32.3% | +0.5% | +31.8% | +29.8% |
| YTD | +54.2% | +10.8% | +43.4% | +33.7% |
| 1Y | +42.4% | +11.9% | +30.5% | +21.8% |
| 3Y | +92.4% | +73.0% | +19.4% | -5.4% |
| 5Y | +43.7% | +58.6% | -14.9% | -21.5% |
| 10Y | +0.9% | +219.2% | -218.3% | -76.3% |
| All | +0.9% | +217.6% | -216.7% | -76.3% |
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