-3.8%
WLK vs VT
+66.2%
-70.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +0.7% | +1.0% | -0.3% | -0.5% |
| 30D | -2.8% | -0.2% | -2.6% | -2.6% |
| 3M | -11.7% | +4.5% | -16.3% | -16.3% |
| 6M | -26.6% | +14.1% | -40.7% | -38.0% |
| YTD | +2.9% | +14.8% | -11.8% | -13.5% |
| 1Y | -13.1% | +21.2% | -34.3% | -31.5% |
| 3Y | -36.3% | +76.6% | -112.9% | -67.5% |
| 5Y | -3.8% | +66.6% | -70.4% | -46.8% |
| All | -3.8% | +66.2% | -70.0% | -46.8% |
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