-75.6%
WRD vs VT
+31.5%
-107.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | +2.1% |
| 7D | -7.3% | -4.2% | -3.2% | +3.3% |
| 30D | -21.1% | -5.8% | -15.3% | -7.6% |
| 3M | -31.1% | -5.2% | -25.8% | -20.4% |
| 6M | -47.1% | +0.1% | -47.2% | -46.9% |
| YTD | -53.5% | +8.2% | -61.7% | -62.3% |
| 1Y | -54.7% | +10.1% | -64.8% | -64.9% |
| All | -75.6% | +31.5% | -107.1% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling