+62.6%
WOOD vs VT
+214.8%
-152.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +4.0% |
| 7D | +3.5% | -4.2% | +7.6% | +7.9% |
| 30D | +2.3% | -5.8% | +8.1% | +8.6% |
| 3M | -7.2% | -5.2% | -2.0% | -2.2% |
| 6M | -0.2% | +0.1% | -0.3% | -0.8% |
| YTD | -5.3% | +8.2% | -13.6% | -13.4% |
| 1Y | +0.4% | +10.1% | -9.7% | -9.9% |
| 3Y | -4.4% | +69.7% | -74.1% | -46.3% |
| 5Y | -14.1% | +53.4% | -67.5% | -46.2% |
| All | +62.6% | +214.8% | -152.2% | -54.2% |
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