-76.5%
WRAP vs VT
+66.2%
-142.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +3.7% | +0.4% | +3.3% | +3.0% |
| 30D | -13.5% | +1.0% | -14.4% | -14.6% |
| 3M | +22.8% | +2.4% | +20.4% | +19.9% |
| 6M | +1.8% | +12.0% | -10.2% | -12.4% |
| YTD | -29.8% | +15.3% | -45.2% | -41.8% |
| 1Y | -4.0% | +22.6% | -26.6% | -26.1% |
| 3Y | -11.4% | +74.7% | -86.1% | -57.7% |
| All | -76.5% | +66.2% | -142.7% | -86.8% |
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