-99.6%
WKSP vs VT
+223.7%
-323.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.6% | +5.9% | +5.7% |
| 7D | +1.4% | +0.4% | +1.0% | +1.5% |
| 30D | -28.9% | -2.6% | -26.3% | -26.5% |
| 3M | -57.2% | -3.2% | -54.0% | -55.5% |
| 6M | -72.2% | +0.9% | -73.1% | -72.2% |
| YTD | -86.2% | +11.3% | -97.5% | -87.4% |
| 1Y | -89.2% | +14.0% | -103.2% | -90.3% |
| 3Y | -97.9% | +75.8% | -173.7% | -98.7% |
| 5Y | -99.4% | +57.8% | -157.3% | -99.6% |
| 10Y | -99.6% | +219.8% | -319.4% | -99.9% |
| All | -99.6% | +223.7% | -323.3% | -99.9% |
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