+427.7%
WRLD vs VT
+374.2%
+53.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.2% | +0.4% | +0.7% | +0.7% |
| 30D | -1.0% | +1.0% | -2.0% | -2.2% |
| 3M | +13.6% | +2.4% | +11.2% | +9.9% |
| 6M | +30.7% | +12.0% | +18.7% | +13.0% |
| YTD | +35.7% | +15.3% | +20.4% | +12.9% |
| 1Y | +8.4% | +22.6% | -14.2% | -16.2% |
| 3Y | +37.6% | +74.7% | -37.1% | -29.3% |
| 5Y | -1.2% | +66.1% | -67.3% | -43.6% |
| 10Y | +281.9% | +225.0% | +56.9% | +3.9% |
| All | +427.7% | +374.2% | +53.5% | +8.1% |
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