+6.6%
WPP vs VT
+374.2%
-367.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.9% | +0.4% | -2.4% | -2.3% |
| 30D | +22.9% | +1.0% | +21.9% | +21.6% |
| 3M | +40.1% | +2.4% | +37.7% | +35.9% |
| 6M | +51.8% | +12.0% | +39.8% | +32.8% |
| YTD | +15.9% | +15.3% | +0.6% | -1.5% |
| 1Y | -0.8% | +22.6% | -23.4% | -21.1% |
| 3Y | -38.5% | +74.7% | -113.2% | -67.3% |
| 5Y | -53.0% | +66.1% | -119.2% | -73.3% |
| 10Y | -65.0% | +225.0% | -290.0% | -90.3% |
| All | +6.6% | +374.2% | -367.6% | -79.0% |
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 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