+561.4%
WOR vs VT
+363.9%
+197.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | -0.9% |
| 7D | +2.1% | -0.3% | +2.4% | +2.5% |
| 30D | +6.1% | -1.4% | +7.6% | +8.3% |
| 3M | +10.2% | -1.4% | +11.6% | +12.5% |
| 6M | +22.6% | +5.5% | +17.1% | +13.4% |
| YTD | +27.2% | +12.8% | +14.4% | +6.5% |
| 1Y | +19.9% | +15.4% | +4.4% | -2.9% |
| 3Y | +73.0% | +76.9% | -3.9% | -24.6% |
| 5Y | +104.5% | +60.4% | +44.1% | +3.5% |
| 10Y | +170.8% | +232.8% | -62.0% | -48.6% |
| All | +561.4% | +363.9% | +197.5% | -11.1% |
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