-99.5%
WKSP vs VT
+374.2%
-473.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -2.6% | +0.4% | -3.1% | -2.8% |
| 30D | -22.2% | +1.0% | -23.2% | -22.5% |
| 3M | -18.4% | +2.4% | -20.7% | -18.8% |
| 6M | -55.2% | +12.0% | -67.2% | -56.7% |
| YTD | -73.7% | +15.3% | -89.0% | -74.8% |
| 1Y | -83.9% | +22.6% | -106.4% | -84.8% |
| 3Y | -98.1% | +74.7% | -172.7% | -98.3% |
| 5Y | -98.9% | +66.1% | -165.1% | -99.1% |
| 10Y | -99.7% | +225.0% | -324.7% | -99.7% |
| All | -99.5% | +374.2% | -473.7% | -99.6% |
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