+999.9%
WLK vs VT
+346.0%
+653.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.5% |
| 7D | -7.0% | -2.3% | -4.7% | -4.3% |
| 30D | +3.2% | -5.0% | +8.2% | +9.7% |
| 3M | -17.5% | -4.9% | -12.6% | -12.4% |
| 6M | -35.6% | -1.5% | -34.1% | -35.2% |
| YTD | -12.6% | +8.5% | -21.1% | -23.4% |
| 1Y | +1.2% | +11.4% | -10.2% | -14.3% |
| 3Y | -44.3% | +70.1% | -114.4% | -72.9% |
| 5Y | -30.1% | +53.7% | -83.9% | -61.2% |
| 10Y | +47.8% | +220.0% | -172.2% | -66.2% |
| All | +999.9% | +346.0% | +653.9% | +106.1% |
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