+184.0%
WNEB vs VT
+374.2%
-190.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | -0.4% | +1.0% | -1.3% | -1.2% |
| 3M | +5.8% | +2.4% | +3.4% | +3.5% |
| 6M | +8.8% | +12.0% | -3.2% | -1.1% |
| YTD | +11.8% | +15.3% | -3.6% | -0.8% |
| 1Y | +12.9% | +22.6% | -9.7% | -4.7% |
| 3Y | +136.6% | +74.7% | +61.9% | +51.5% |
| 5Y | +87.2% | +66.1% | +21.0% | +22.7% |
| 10Y | +134.7% | +225.0% | -90.3% | -5.9% |
| All | +184.0% | +374.2% | -190.2% | -18.6% |
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 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