+308.4%
WKC vs VT
+374.2%
-65.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.1% | +0.4% | -0.6% | -0.7% |
| 30D | -8.0% | +1.0% | -8.9% | -9.1% |
| 3M | +19.9% | +2.4% | +17.5% | +15.7% |
| 6M | +46.4% | +12.0% | +34.4% | +26.0% |
| YTD | +53.4% | +15.3% | +38.1% | +27.5% |
| 1Y | +36.4% | +22.6% | +13.8% | +5.1% |
| 3Y | +70.8% | +74.7% | -3.9% | -14.8% |
| 5Y | +22.5% | +66.1% | -43.7% | -35.9% |
| 10Y | -6.6% | +225.0% | -231.6% | -77.0% |
| All | +308.4% | +374.2% | -65.8% | -34.2% |
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