-90.2%
WOOF vs VT
+83.5%
-173.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -3.4% |
| 7D | -8.3% | -0.7% | -7.6% | -7.3% |
| 30D | +23.6% | -1.7% | +25.4% | +26.9% |
| 3M | +5.1% | -2.3% | +7.4% | +8.7% |
| 6M | +13.6% | +1.5% | +12.1% | +10.2% |
| YTD | +2.5% | +12.0% | -9.6% | -15.5% |
| 1Y | -7.1% | +12.9% | -20.0% | -24.2% |
| 3Y | -18.2% | +74.9% | -93.1% | -64.8% |
| 5Y | -88.3% | +59.9% | -148.2% | -94.4% |
| All | -90.2% | +83.5% | -173.7% | -95.9% |
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