+187.5%
WRLD vs VT
+223.7%
-36.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -6.0% |
| 7D | -12.1% | +0.4% | -12.5% | -12.7% |
| 30D | -17.1% | -2.6% | -14.5% | -14.2% |
| 3M | -22.3% | -3.2% | -19.1% | -19.1% |
| 6M | -2.9% | +0.9% | -3.8% | -5.1% |
| YTD | +3.6% | +11.3% | -7.7% | -12.1% |
| 1Y | +10.1% | +14.0% | -3.9% | -9.6% |
| 3Y | +40.5% | +75.8% | -35.4% | -35.5% |
| 5Y | -43.3% | +57.8% | -101.1% | -68.9% |
| 10Y | +187.5% | +219.8% | -32.3% | -40.7% |
| All | +187.5% | +223.7% | -36.2% | -40.7% |
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