+180.3%
WOR vs VT
+224.5%
-44.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +9.0% | +0.4% | +8.6% | +8.4% |
| 30D | +6.4% | +1.0% | +5.4% | +5.1% |
| 3M | +8.6% | +2.4% | +6.2% | +4.9% |
| 6M | +17.1% | +12.0% | +5.1% | -0.3% |
| YTD | +22.1% | +15.3% | +6.7% | -0.4% |
| 1Y | -3.1% | +22.6% | -25.7% | -27.6% |
| 3Y | +37.8% | +74.7% | -36.8% | -38.8% |
| 5Y | +102.3% | +66.1% | +36.2% | -2.2% |
| All | +180.3% | +224.5% | -44.2% | -46.5% |
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