+96.7%
WOOD vs VT
+363.9%
-267.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +1.9% |
| 7D | +4.4% | -0.3% | +4.7% | +4.7% |
| 30D | +2.2% | -1.4% | +3.6% | +3.6% |
| 3M | -7.7% | -1.4% | -6.4% | -6.5% |
| 6M | +1.1% | +5.5% | -4.4% | -4.4% |
| YTD | -5.2% | +12.8% | -18.0% | -16.3% |
| 1Y | +1.3% | +15.4% | -14.1% | -12.6% |
| 3Y | -4.3% | +76.9% | -81.1% | -46.6% |
| 5Y | -13.8% | +60.4% | -74.2% | -47.1% |
| 10Y | +62.8% | +232.8% | -170.0% | -50.9% |
| All | +96.7% | +363.9% | -267.2% | -56.8% |
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 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