+182.2%
WNEB vs VT
+357.6%
-175.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -1.2% |
| 7D | -1.8% | +0.4% | -2.2% | -2.2% |
| 30D | +2.1% | -2.6% | +4.7% | +4.1% |
| 3M | +1.1% | -3.2% | +4.3% | +3.5% |
| 6M | -0.2% | +0.9% | -1.1% | -1.5% |
| YTD | +11.0% | +11.3% | -0.3% | +1.2% |
| 1Y | +19.9% | +14.0% | +5.9% | +7.1% |
| 3Y | +103.1% | +75.8% | +27.2% | +29.3% |
| 5Y | +66.8% | +57.8% | +9.0% | +13.7% |
| 10Y | +120.2% | +219.8% | -99.6% | -10.6% |
| All | +182.2% | +357.6% | -175.4% | -17.0% |
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