-100.0%
WOK vs VT
+13.3%
-113.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.1% | +1.1% | +17.0% | +15.9% |
| 7D | +31.7% | -0.7% | +32.4% | +33.9% |
| 30D | -4.9% | -1.7% | -3.1% | -1.5% |
| 3M | -38.6% | -2.3% | -36.3% | -36.1% |
| 6M | -99.7% | +1.5% | -101.2% | -99.6% |
| YTD | -99.4% | +12.0% | -111.4% | -99.4% |
| 1Y | -100.0% | +12.9% | -112.9% | -100.0% |
| All | -100.0% | +13.3% | -113.3% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling