+167.9%
WKEY vs VT
+75.0%
+92.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +1.2% | +0.4% | +0.8% | +0.3% |
| 30D | -0.8% | +1.0% | -1.8% | -2.7% |
| 3M | -24.7% | +2.4% | -27.1% | -27.5% |
| 6M | -9.0% | +12.0% | -21.0% | -26.1% |
| YTD | -17.1% | +15.3% | -32.4% | -35.8% |
| 1Y | +26.2% | +22.6% | +3.6% | -10.4% |
| All | +167.9% | +75.0% | +92.9% | +12.8% |
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