-100.0%
WOK vs VOO
+40.0%
-140.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.5% |
| 7D | -10.5% | -0.8% | -9.7% | -9.7% |
| 30D | -8.3% | -1.1% | -7.2% | -7.3% |
| 3M | -79.6% | +3.9% | -83.5% | -80.2% |
| 6M | -98.4% | +13.6% | -112.0% | -98.6% |
| YTD | -99.1% | +12.7% | -111.8% | -99.2% |
| 1Y | -100.0% | +17.6% | -117.6% | -100.0% |
| All | -100.0% | +40.0% | -140.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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