+69.3%
WLKP vs VT
+221.9%
-152.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -1.9% | -0.1% | -1.7% | -1.9% |
| 30D | +0.8% | -3.1% | +3.9% | +2.6% |
| 3M | +0.7% | -3.5% | +4.2% | +2.7% |
| 6M | -4.3% | +0.5% | -4.8% | -5.1% |
| YTD | +19.9% | +10.8% | +9.1% | +11.6% |
| 1Y | +23.9% | +11.9% | +12.0% | +14.7% |
| 3Y | +26.8% | +73.0% | -46.2% | -12.6% |
| 5Y | +25.9% | +58.6% | -32.7% | -9.2% |
| 10Y | +112.3% | +219.2% | -106.9% | -7.3% |
| All | +69.3% | +221.9% | -152.6% | -28.5% |
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