+61.0%
WOOD vs VT
+215.5%
-154.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +2.5% | -2.3% | +4.8% | +4.9% |
| 30D | +1.8% | -5.0% | +6.7% | +7.0% |
| 3M | -7.7% | -4.9% | -2.8% | -3.1% |
| 6M | -3.2% | -1.5% | -1.7% | -2.2% |
| YTD | -6.2% | +8.5% | -14.7% | -14.4% |
| 1Y | -1.3% | +11.4% | -12.7% | -12.4% |
| 3Y | -5.8% | +70.1% | -75.9% | -47.2% |
| 5Y | -14.9% | +53.7% | -68.7% | -46.9% |
| All | +61.0% | +215.5% | -154.5% | -54.8% |
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