+1,601.1%
WLFC vs VT
+374.2%
+1,226.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.2% | +0.4% | +4.8% | +4.9% |
| 30D | -13.6% | +1.0% | -14.6% | -14.1% |
| 3M | -4.7% | +2.4% | -7.1% | -6.1% |
| 6M | -13.2% | +12.0% | -25.2% | -18.7% |
| YTD | +25.1% | +15.3% | +9.8% | +15.2% |
| 1Y | +14.9% | +22.6% | -7.7% | +2.0% |
| 3Y | +308.9% | +74.7% | +234.3% | +200.8% |
| 5Y | +360.4% | +66.1% | +294.3% | +245.2% |
| 10Y | +681.2% | +225.0% | +456.2% | +348.4% |
| All | +1,601.1% | +374.2% | +1,226.9% | +806.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling