+432.4%
WLFC vs VT
+224.4%
+208.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +0.3% |
| 7D | -2.5% | -0.7% | -1.8% | -1.9% |
| 30D | +16.6% | -1.7% | +18.4% | +19.0% |
| 3M | -15.5% | -2.3% | -13.2% | -13.3% |
| 6M | -35.4% | +1.5% | -36.9% | -36.8% |
| YTD | +3.4% | +12.0% | -8.6% | -9.2% |
| 1Y | +16.8% | +12.9% | +4.0% | +1.8% |
| 3Y | +230.6% | +74.9% | +155.7% | +78.0% |
| 5Y | +265.6% | +59.9% | +205.7% | +114.4% |
| 10Y | +432.4% | +224.6% | +207.8% | +31.3% |
| All | +432.4% | +224.4% | +208.1% | +31.3% |
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