+18.4%
WMG vs VT
+128.4%
-110.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.1% |
| 7D | +2.2% | -2.3% | +4.5% | +4.2% |
| 30D | +11.2% | -5.0% | +16.1% | +15.8% |
| 3M | +19.3% | -4.9% | +24.1% | +24.0% |
| 6M | +4.5% | -1.5% | +6.0% | +4.8% |
| YTD | +4.0% | +8.5% | -4.4% | -4.1% |
| 1Y | +7.9% | +11.4% | -3.4% | -2.9% |
| 3Y | +3.0% | +70.1% | -67.1% | -38.4% |
| 5Y | -27.4% | +53.7% | -81.1% | -53.1% |
| All | +18.4% | +128.4% | -110.1% | -38.2% |
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