+58.8%
WNC vs VT
+346.0%
-287.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.2% |
| 7D | -7.1% | -2.3% | -4.8% | -3.7% |
| 30D | -20.0% | -5.0% | -15.0% | -13.1% |
| 3M | -12.6% | -4.9% | -7.7% | -4.7% |
| 6M | +42.1% | -1.5% | +43.6% | +46.1% |
| YTD | +30.0% | +8.5% | +21.5% | +15.9% |
| 1Y | +44.9% | +11.4% | +33.5% | +24.0% |
| 3Y | -44.2% | +70.1% | -114.2% | -75.4% |
| 5Y | -29.8% | +53.7% | -83.5% | -64.1% |
| 10Y | +23.1% | +220.0% | -196.9% | -82.3% |
| All | +58.8% | +346.0% | -287.2% | -85.9% |
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