+428.9%
WLFC vs VT
+221.8%
+207.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | -1.7% | +2.4% | -4.1% | -4.6% |
| 30D | +21.5% | -1.5% | +23.0% | +23.6% |
| 3M | -15.4% | -4.1% | -11.3% | -11.2% |
| 6M | -34.6% | +0.6% | -35.1% | -35.2% |
| YTD | +2.5% | +11.0% | -8.6% | -9.1% |
| 1Y | +8.2% | +13.3% | -5.2% | -6.1% |
| 3Y | +221.2% | +73.4% | +147.8% | +74.8% |
| 5Y | +259.7% | +57.4% | +202.2% | +115.3% |
| All | +428.9% | +221.8% | +207.1% | +33.7% |
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