+1,222.3%
WRB vs VT
+374.2%
+848.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 6M | -0.9% | +12.0% | -12.9% | -9.9% |
| YTD | -0.4% | +15.3% | -15.7% | -11.6% |
| 1Y | -2.6% | +22.6% | -25.1% | -17.7% |
| 3Y | +79.8% | +74.7% | +5.1% | +13.7% |
| 5Y | +135.4% | +66.1% | +69.3% | +52.6% |
| 10Y | +401.2% | +225.0% | +176.2% | +94.4% |
| All | +1,222.3% | +374.2% | +848.1% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling