-100.0%
WOK vs VT
+35.4%
-135.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.5% |
| 7D | -5.5% | -2.3% | -3.1% | -2.5% |
| 30D | -39.0% | -5.0% | -34.1% | -34.9% |
| 3M | -54.3% | -4.9% | -49.5% | -51.4% |
| 6M | -99.3% | -1.5% | -97.7% | -99.3% |
| YTD | -99.6% | +8.5% | -108.1% | -99.6% |
| 1Y | -100.0% | +11.4% | -111.4% | -100.0% |
| All | -100.0% | +35.4% | -135.4% | -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 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