+146.0%
WOR vs VT
+215.5%
-69.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.5% |
| 7D | -3.6% | -2.3% | -1.3% | -0.4% |
| 30D | +0.1% | -5.0% | +5.0% | +7.3% |
| 3M | +4.9% | -4.9% | +9.8% | +12.5% |
| 6M | +9.0% | -1.5% | +10.5% | +11.1% |
| YTD | +18.6% | +8.5% | +10.1% | +5.3% |
| 1Y | +11.2% | +11.4% | -0.2% | -4.9% |
| 3Y | +62.5% | +70.1% | -7.6% | -25.1% |
| 5Y | +85.3% | +53.7% | +31.6% | +0.2% |
| All | +146.0% | +215.5% | -69.5% | -46.3% |
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