+54.9%
WOOD vs VT
+221.8%
-166.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -1.6% | +2.4% | -3.9% | -4.0% |
| 30D | -1.0% | -1.5% | +0.5% | +0.2% |
| 3M | -9.0% | -4.1% | -4.9% | -5.3% |
| 6M | -1.2% | +0.6% | -1.7% | -2.3% |
| YTD | -7.7% | +11.0% | -18.7% | -17.8% |
| 1Y | -4.4% | +13.3% | -17.7% | -16.7% |
| 3Y | -5.6% | +73.4% | -79.0% | -48.2% |
| 5Y | -16.5% | +57.4% | -74.0% | -49.2% |
| All | +54.9% | +221.8% | -166.9% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling