+285.8%
WRLD vs VT
+360.7%
-74.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.8% |
| 7D | -13.5% | -0.7% | -12.8% | -12.8% |
| 30D | -21.0% | -1.7% | -19.2% | -19.3% |
| 3M | -25.6% | -2.3% | -23.3% | -23.6% |
| 6M | -6.0% | +1.5% | -7.5% | -8.5% |
| YTD | -0.8% | +12.0% | -12.8% | -14.8% |
| 1Y | +3.2% | +12.9% | -9.6% | -12.0% |
| 3Y | +36.8% | +74.9% | -38.1% | -30.2% |
| 5Y | -41.3% | +59.9% | -101.2% | -65.1% |
| 10Y | +136.1% | +224.6% | -88.5% | -35.9% |
| All | +285.8% | +360.7% | -74.9% | -18.4% |
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