-51.8%
WPP vs VT
+53.4%
-105.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.7% |
| 7D | +0.3% | -2.3% | +2.6% | +2.7% |
| 30D | +9.4% | -5.0% | +14.3% | +15.2% |
| 3M | +7.2% | -4.9% | +12.0% | +12.8% |
| 6M | +54.3% | -1.5% | +55.8% | +55.6% |
| YTD | +27.3% | +8.5% | +18.8% | +15.4% |
| 1Y | +62.3% | +11.4% | +50.9% | +42.9% |
| 3Y | -28.9% | +70.1% | -99.0% | -61.7% |
| All | -51.8% | +53.4% | -105.2% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling