-82.5%
WRAP vs VT
+53.2%
-135.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.1% | -8.0% | -5.7% |
| 7D | -17.1% | -4.2% | -12.9% | -11.0% |
| 30D | -34.2% | -5.8% | -28.4% | -27.3% |
| 3M | -47.2% | -5.2% | -41.9% | -42.0% |
| 6M | -30.1% | +0.1% | -30.3% | -28.4% |
| YTD | -57.1% | +8.2% | -65.4% | -60.4% |
| 1Y | -58.5% | +10.1% | -68.7% | -62.5% |
| 3Y | -66.1% | +69.7% | -135.8% | -82.8% |
| 5Y | -82.5% | +53.4% | -135.9% | -89.1% |
| All | -82.5% | +53.2% | -135.7% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling