+404.0%
WRB vs VT
+224.5%
+179.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.0% | +0.4% | +0.6% | +0.7% |
| 30D | -4.1% | +1.0% | -5.1% | -4.8% |
| 3M | +5.2% | +2.4% | +2.8% | +2.8% |
| 6M | -0.9% | +12.0% | -12.9% | -9.9% |
| YTD | -0.4% | +15.3% | -15.7% | -11.7% |
| 1Y | -2.6% | +22.6% | -25.1% | -17.9% |
| 3Y | +79.8% | +74.7% | +5.1% | +10.7% |
| 5Y | +135.4% | +66.1% | +69.3% | +50.3% |
| All | +404.0% | +224.5% | +179.5% | +78.1% |
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 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