-3.5%
WKC vs VT
+222.7%
-226.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -5.0% | +2.9% | -7.9% | -8.2% |
| 30D | -4.3% | -2.5% | -1.8% | -1.7% |
| 3M | -5.2% | -3.3% | -1.9% | -1.9% |
| 6M | +28.7% | +1.5% | +27.2% | +24.7% |
| YTD | +51.8% | +11.4% | +40.4% | +30.8% |
| 1Y | +47.7% | +11.9% | +35.8% | +26.4% |
| 3Y | +89.4% | +73.9% | +15.5% | -7.5% |
| 5Y | +37.9% | +57.9% | -20.0% | -24.1% |
| All | -3.5% | +222.7% | -226.2% | -77.9% |
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