-17.0%
WQTM vs VT
+10.5%
-27.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +5.8% |
| 7D | -4.5% | -2.3% | -2.2% | +0.8% |
| 30D | -21.2% | -5.0% | -16.2% | -11.1% |
| 3M | -25.0% | -4.9% | -20.1% | -15.4% |
| 6M | -27.4% | -1.5% | -25.8% | -23.1% |
| YTD | -2.8% | +8.5% | -11.3% | -15.9% |
| 1Y | -9.1% | +11.4% | -20.5% | -26.6% |
| All | -17.0% | +10.5% | -27.5% | -32.4% |
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 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