+849.7%
WMS vs VT
+233.7%
+616.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.3% |
| 30D | -9.1% | +1.0% | -10.1% | -10.2% |
| 3M | +3.6% | +2.4% | +1.2% | +0.5% |
| 6M | -15.5% | +12.0% | -27.5% | -27.0% |
| YTD | -5.9% | +15.3% | -21.2% | -22.0% |
| 1Y | -5.3% | +22.6% | -27.9% | -27.7% |
| 3Y | +5.8% | +74.7% | -68.9% | -49.1% |
| 5Y | +19.4% | +66.1% | -46.8% | -37.1% |
| 10Y | +553.4% | +225.0% | +328.4% | +55.9% |
| All | +849.7% | +233.7% | +616.0% | +123.6% |
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