-76.4%
WRAP vs VT
+143.5%
-219.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +0.2% | +15.5% | +15.4% |
| 7D | -3.3% | -2.3% | -1.0% | +0.3% |
| 30D | -26.7% | -5.0% | -21.8% | -20.9% |
| 3M | -39.5% | -4.9% | -34.6% | -34.7% |
| 6M | -20.8% | -1.5% | -19.3% | -17.2% |
| YTD | -50.4% | +8.5% | -58.9% | -53.9% |
| 1Y | -47.3% | +11.4% | -58.7% | -52.5% |
| 3Y | -53.4% | +70.1% | -123.4% | -74.7% |
| 5Y | -79.8% | +53.7% | -133.5% | -87.4% |
| All | -76.4% | +143.5% | -219.9% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling