+20.0%
WPP vs VT
+345.0%
-325.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +2.9% |
| 7D | +3.5% | -4.2% | +7.7% | +8.3% |
| 30D | +13.9% | -5.8% | +19.7% | +21.4% |
| 3M | +38.3% | -5.2% | +43.6% | +46.5% |
| 6M | +57.3% | +0.1% | +57.2% | +55.7% |
| YTD | +30.5% | +8.2% | +22.2% | +18.6% |
| 1Y | +61.5% | +10.1% | +51.3% | +44.0% |
| 3Y | -29.1% | +69.7% | -98.7% | -61.1% |
| 5Y | -50.6% | +53.4% | -104.0% | -69.4% |
| 10Y | -56.2% | +219.2% | -275.5% | -87.6% |
| All | +20.0% | +345.0% | -325.0% | -74.7% |
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