-15.0%
WQTM vs VT
+13.4%
-28.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -1.6% |
| 7D | +8.8% | +2.9% | +5.9% | +2.2% |
| 30D | -13.4% | -2.5% | -10.9% | -7.7% |
| 3M | -27.0% | -3.3% | -23.6% | -20.5% |
| 6M | -26.3% | +1.5% | -27.8% | -27.1% |
| YTD | -0.5% | +11.4% | -11.9% | -18.8% |
| 1Y | -4.6% | +11.9% | -16.5% | -22.9% |
| All | -15.0% | +13.4% | -28.4% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling