+374.4%
WLDN vs VT
+221.4%
+153.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.3% |
| 7D | -0.1% | +1.0% | -1.1% | -1.4% |
| 30D | +1.2% | -0.2% | +1.4% | +1.4% |
| 3M | -11.4% | +4.5% | -16.0% | -16.2% |
| 6M | +5.1% | +14.1% | -8.9% | -10.7% |
| YTD | -15.8% | +14.8% | -30.6% | -28.6% |
| 1Y | -10.7% | +21.2% | -31.8% | -28.6% |
| 3Y | +308.3% | +76.6% | +231.7% | +107.1% |
| 5Y | +127.5% | +66.6% | +60.9% | +23.8% |
| 10Y | +374.4% | +222.3% | +152.2% | +13.4% |
| All | +374.4% | +221.4% | +153.0% | +13.4% |
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 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