-1.6%
WMTI vs VT
+17.2%
-18.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -1.1% | +1.0% | -2.1% | -1.1% |
| 30D | -7.4% | -0.2% | -7.2% | -7.4% |
| 3M | -14.8% | +4.5% | -19.3% | -14.8% |
| 6M | -15.9% | +14.1% | -29.9% | -18.2% |
| YTD | -10.4% | +14.8% | -25.2% | -12.5% |
| All | -1.6% | +17.2% | -18.8% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling