+312.8%
WRLD vs VT
+346.0%
-33.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.6% |
| 7D | -9.4% | -2.3% | -7.0% | -6.7% |
| 30D | -15.5% | -5.0% | -10.6% | -10.1% |
| 3M | -21.5% | -4.9% | -16.7% | -16.8% |
| 6M | 0.0% | -1.5% | +1.5% | +1.2% |
| YTD | +6.2% | +8.5% | -2.3% | -5.0% |
| 1Y | +14.5% | +11.4% | +3.2% | -0.7% |
| 3Y | +42.3% | +70.1% | -27.7% | -24.7% |
| 5Y | -38.9% | +53.7% | -92.6% | -61.8% |
| 10Y | +241.3% | +220.0% | +21.3% | -5.4% |
| All | +312.8% | +346.0% | -33.2% | -9.1% |
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