+314.2%
WRLD vs VT
+345.0%
-30.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -2.2% |
| 7D | -15.0% | -4.2% | -10.8% | -10.3% |
| 30D | -15.5% | -5.8% | -9.7% | -9.1% |
| 3M | -22.3% | -5.2% | -17.1% | -17.2% |
| 6M | +6.0% | +0.1% | +5.8% | +5.2% |
| YTD | +6.5% | +8.2% | -1.7% | -4.4% |
| 1Y | +11.3% | +10.1% | +1.2% | -2.1% |
| 3Y | +39.2% | +69.7% | -30.5% | -26.2% |
| 5Y | -38.7% | +53.4% | -92.0% | -61.6% |
| 10Y | +242.4% | +219.2% | +23.2% | -4.8% |
| All | +314.2% | +345.0% | -30.8% | -8.5% |
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