+461.2%
WRB vs VT
+217.6%
+243.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +2.3% | -0.1% | +2.4% | +2.2% |
| 30D | +6.8% | -3.1% | +9.9% | +9.0% |
| 3M | +8.6% | -3.5% | +12.1% | +11.0% |
| 6M | +18.2% | +0.5% | +17.7% | +16.4% |
| YTD | +10.9% | +10.8% | +0.1% | +0.7% |
| 1Y | +4.1% | +11.9% | -7.8% | -6.2% |
| 3Y | +81.6% | +73.0% | +8.6% | +11.7% |
| 5Y | +139.4% | +58.6% | +80.8% | +57.7% |
| 10Y | +461.2% | +219.2% | +242.0% | +112.0% |
| All | +461.2% | +217.6% | +243.6% | +112.0% |
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