+128.7%
WRLD vs VT
+222.7%
-94.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.3% |
| 7D | -8.9% | +2.9% | -11.8% | -12.5% |
| 30D | -23.1% | -2.5% | -20.6% | -20.5% |
| 3M | -28.1% | -3.3% | -24.8% | -25.0% |
| 6M | -8.1% | +1.5% | -9.6% | -10.9% |
| YTD | -2.9% | +11.4% | -14.3% | -17.7% |
| 1Y | -1.1% | +11.9% | -13.0% | -16.7% |
| 3Y | +33.9% | +73.9% | -40.0% | -37.7% |
| 5Y | -40.6% | +57.9% | -98.5% | -67.5% |
| All | +128.7% | +222.7% | -94.0% | -60.6% |
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 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