+179.9%
WNEB vs VT
+346.0%
-166.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -2.0% | -2.3% | +0.3% | -0.2% |
| 30D | +0.6% | -5.0% | +5.5% | +4.5% |
| 3M | -2.3% | -4.9% | +2.6% | +1.4% |
| 6M | -1.9% | -1.5% | -0.4% | -1.3% |
| YTD | +10.1% | +8.5% | +1.7% | +2.4% |
| 1Y | +18.9% | +11.4% | +7.5% | +8.2% |
| 3Y | +100.1% | +70.1% | +30.0% | +30.8% |
| 5Y | +69.2% | +53.7% | +15.4% | +17.7% |
| 10Y | +124.8% | +220.0% | -95.1% | -8.5% |
| All | +179.9% | +346.0% | -166.1% | -16.0% |
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