+325.5%
WKC vs VT
+345.0%
-19.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | +1.2% |
| 7D | -1.5% | -4.2% | +2.6% | +3.4% |
| 30D | +0.3% | -5.8% | +6.1% | +7.3% |
| 3M | -4.1% | -5.2% | +1.1% | +1.6% |
| 6M | +34.4% | +0.1% | +34.3% | +32.2% |
| YTD | +59.8% | +8.2% | +51.6% | +42.6% |
| 1Y | +47.1% | +10.1% | +37.0% | +28.3% |
| 3Y | +95.0% | +69.7% | +25.4% | 0.0% |
| 5Y | +46.5% | +53.4% | -6.9% | -16.0% |
| 10Y | +8.1% | +219.2% | -211.2% | -72.9% |
| All | +325.5% | +345.0% | -19.5% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling