+41.0%
WLK vs VT
+223.7%
-182.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -2.5% |
| 7D | -9.9% | +0.4% | -10.3% | -10.6% |
| 30D | +3.0% | -2.6% | +5.6% | +6.0% |
| 3M | -16.6% | -3.2% | -13.4% | -13.5% |
| 6M | -30.8% | +0.9% | -31.7% | -32.6% |
| YTD | -11.7% | +11.3% | -23.0% | -25.8% |
| 1Y | +1.4% | +14.0% | -12.6% | -17.6% |
| 3Y | -42.6% | +75.8% | -118.4% | -74.5% |
| 5Y | -30.0% | +57.8% | -87.9% | -63.6% |
| 10Y | +41.0% | +219.8% | -178.8% | -74.3% |
| All | +41.0% | +223.7% | -182.7% | -74.3% |
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