+66.0%
WLK vs VT
+222.7%
-156.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.1% |
| 7D | -5.9% | -0.1% | -5.7% | -5.7% |
| 30D | -8.6% | -0.7% | -7.9% | -7.8% |
| 3M | -16.1% | +4.0% | -20.1% | -20.8% |
| 6M | -31.6% | +12.3% | -43.9% | -42.9% |
| YTD | -1.2% | +14.0% | -15.2% | -19.0% |
| 1Y | -14.3% | +20.3% | -34.6% | -34.7% |
| 3Y | -38.8% | +75.4% | -114.3% | -72.5% |
| 5Y | -7.5% | +66.0% | -73.4% | -54.9% |
| 10Y | +66.0% | +228.2% | -162.2% | -68.9% |
| All | +66.0% | +222.7% | -156.6% | -68.9% |
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