-55.6%
WPP vs VT
+224.4%
-279.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.1% |
| 30D | +12.3% | -1.7% | +14.1% | +14.2% |
| 3M | +5.4% | -2.3% | +7.7% | +7.9% |
| 6M | +63.7% | +1.5% | +62.1% | +59.6% |
| YTD | +30.4% | +12.0% | +18.4% | +13.8% |
| 1Y | +47.2% | +12.9% | +34.3% | +27.3% |
| 3Y | -24.6% | +74.9% | -99.6% | -60.8% |
| 5Y | -51.6% | +59.9% | -111.6% | -71.9% |
| 10Y | -55.6% | +224.6% | -280.2% | -85.4% |
| All | -55.6% | +224.4% | -279.9% | -85.4% |
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