+18.2%
WNC vs VT
+223.7%
-205.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +2.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -12.5% | -2.6% | -9.9% | -9.3% |
| 3M | -10.1% | -3.2% | -6.9% | -5.7% |
| 6M | +56.5% | +0.9% | +55.5% | +55.8% |
| YTD | +37.6% | +11.3% | +26.3% | +22.8% |
| 1Y | +53.7% | +14.0% | +39.7% | +33.3% |
| 3Y | -39.7% | +75.8% | -115.6% | -68.3% |
| 5Y | -30.1% | +57.8% | -87.9% | -58.1% |
| 10Y | +18.2% | +219.8% | -201.6% | -69.6% |
| All | +18.2% | +223.7% | -205.5% | -69.6% |
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 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