-63.9%
WRD vs VT
+40.1%
-104.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | -1.2% | +0.4% | -1.6% | -2.2% |
| 30D | +2.0% | +1.0% | +1.1% | -0.3% |
| 3M | -17.5% | +2.4% | -19.9% | -21.9% |
| 6M | -9.5% | +12.0% | -21.5% | -32.5% |
| YTD | -31.1% | +15.3% | -46.4% | -52.8% |
| 1Y | -32.6% | +22.6% | -55.2% | -60.0% |
| All | -63.9% | +40.1% | -104.0% | -83.2% |
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