+22.1%
WMG vs VT
+133.8%
-111.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +3.2% | +2.4% | +0.8% | +1.2% |
| 30D | +11.7% | -1.5% | +13.2% | +13.0% |
| 3M | +28.4% | -4.1% | +32.5% | +32.7% |
| 6M | +0.1% | +0.6% | -0.5% | -1.3% |
| YTD | +7.4% | +11.0% | -3.7% | -3.0% |
| 1Y | +9.2% | +13.3% | -4.1% | -3.1% |
| 3Y | +6.6% | +73.4% | -66.8% | -37.2% |
| 5Y | -25.3% | +57.4% | -82.8% | -52.7% |
| All | +22.1% | +133.8% | -111.7% | -37.5% |
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 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