+265.9%
WLFC vs VT
+53.4%
+212.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | +12.6% | -2.3% | +15.0% | +15.2% |
| 30D | +13.7% | -5.0% | +18.7% | +19.4% |
| 3M | -26.5% | -4.9% | -21.6% | -23.0% |
| 6M | -40.9% | -1.5% | -39.4% | -40.1% |
| YTD | +4.3% | +8.5% | -4.2% | -2.5% |
| 1Y | +14.7% | +11.4% | +3.3% | +4.9% |
| 3Y | +220.6% | +70.1% | +150.5% | +127.9% |
| All | +265.9% | +53.4% | +212.5% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling