+95.2%
WKC vs VT
+74.1%
+21.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -1.3% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | -1.6% | -2.6% | +1.0% | 0.0% |
| 3M | -1.0% | -3.2% | +2.2% | +0.9% |
| 6M | +34.1% | +0.9% | +33.2% | +32.3% |
| YTD | +56.3% | +11.3% | +45.0% | +42.5% |
| 1Y | +44.5% | +14.0% | +30.5% | +28.9% |
| 3Y | +95.2% | +75.8% | +19.4% | +5.8% |
| All | +95.2% | +74.1% | +21.1% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling