-23.2%
WLTH vs VT
+11.1%
-34.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.4% |
| 7D | +0.8% | +2.4% | -1.5% | -1.7% |
| 30D | +2.6% | -1.5% | +4.1% | +4.4% |
| 3M | +13.4% | -4.1% | +17.6% | +19.0% |
| 6M | -3.9% | +0.6% | -4.4% | -4.4% |
| YTD | -21.1% | +11.0% | -32.2% | -32.9% |
| All | -23.2% | +11.1% | -34.2% | -36.0% |
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