-90.1%
WLDS vs VT
+13.0%
-103.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.1% | +2.6% | +20.5% | +17.5% |
| 7D | +15.1% | +0.4% | +14.7% | +15.0% |
| 30D | +16.8% | -2.6% | +19.4% | +23.9% |
| 3M | -61.8% | -3.2% | -58.6% | -59.1% |
| 6M | -48.2% | +0.9% | -49.2% | -49.5% |
| YTD | -84.4% | +11.3% | -95.7% | -88.6% |
| All | -90.1% | +13.0% | -103.1% | -92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling