-2.7%
WMS vs VT
+53.4%
-56.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.0% |
| 7D | -8.2% | -2.3% | -5.9% | -4.1% |
| 30D | -1.4% | -5.0% | +3.6% | +7.1% |
| 3M | -16.1% | -4.9% | -11.3% | -8.9% |
| 6M | -16.2% | -1.5% | -14.6% | -13.4% |
| YTD | -13.8% | +8.5% | -22.3% | -22.7% |
| 1Y | -14.8% | +11.4% | -26.1% | -26.5% |
| 3Y | +12.8% | +70.1% | -57.3% | -48.4% |
| All | -2.7% | +53.4% | -56.2% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling