+13.9%
WNC vs VT
+217.6%
-203.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.8% |
| 7D | +1.3% | -0.1% | +1.5% | +1.5% |
| 30D | -12.3% | -3.1% | -9.3% | -8.6% |
| 3M | -7.1% | -3.5% | -3.6% | -2.2% |
| 6M | +56.7% | +0.5% | +56.3% | +57.0% |
| YTD | +37.8% | +10.8% | +27.0% | +23.7% |
| 1Y | +52.1% | +11.9% | +40.2% | +34.8% |
| 3Y | -41.1% | +73.0% | -114.1% | -68.4% |
| 5Y | -29.3% | +58.6% | -87.9% | -57.9% |
| 10Y | +13.9% | +219.2% | -205.3% | -71.3% |
| All | +13.9% | +217.6% | -203.7% | -71.3% |
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