+67.9%
WLKP vs VT
+215.2%
-147.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.9% |
| 7D | -0.3% | -2.3% | +2.0% | +1.0% |
| 30D | -0.9% | -5.0% | +4.1% | +2.1% |
| 3M | +1.4% | -4.9% | +6.3% | +4.3% |
| 6M | -5.8% | -1.5% | -4.2% | -5.4% |
| YTD | +18.9% | +8.5% | +10.4% | +12.2% |
| 1Y | +24.0% | +11.4% | +12.6% | +15.1% |
| 3Y | +24.2% | +70.1% | -45.9% | -13.5% |
| 5Y | +22.9% | +53.7% | -30.8% | -9.5% |
| 10Y | +132.3% | +220.0% | -87.7% | +1.2% |
| All | +67.9% | +215.2% | -147.3% | -28.2% |
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