+60.5%
WLYB vs VT
+368.8%
-308.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -8.6% | -0.1% | -8.5% | -8.5% |
| 30D | -6.9% | -0.7% | -6.3% | -6.6% |
| 3M | +12.5% | +4.0% | +8.5% | +10.0% |
| 6M | +34.7% | +12.3% | +22.4% | +26.0% |
| YTD | +59.2% | +14.0% | +45.2% | +47.2% |
| 1Y | +25.8% | +20.3% | +5.5% | +12.9% |
| 3Y | +49.2% | +75.4% | -26.3% | +6.1% |
| 5Y | +0.1% | +66.0% | -65.9% | -27.9% |
| 10Y | +28.3% | +228.2% | -199.9% | -41.6% |
| All | +60.5% | +368.8% | -308.3% | -50.3% |
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