+1,319.7%
WLFC vs VT
+345.0%
+974.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | +1.0% |
| 7D | +12.1% | -4.2% | +16.3% | +15.2% |
| 30D | +9.5% | -5.8% | +15.3% | +13.8% |
| 3M | -27.9% | -5.2% | -22.6% | -25.4% |
| 6M | -38.3% | +0.1% | -38.4% | -38.3% |
| YTD | +4.4% | +8.2% | -3.8% | +0.2% |
| 1Y | +17.9% | +10.1% | +7.8% | +11.9% |
| 3Y | +228.7% | +69.7% | +159.1% | +147.3% |
| 5Y | +256.1% | +53.4% | +202.8% | +180.5% |
| 10Y | +451.4% | +219.2% | +232.2% | +225.6% |
| All | +1,319.7% | +345.0% | +974.7% | +687.5% |
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