-5.3%
WRN vs VOO
+72.6%
-77.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.3% |
| 7D | -4.7% | +2.6% | -7.3% | -7.2% |
| 30D | -21.5% | -2.0% | -19.6% | -19.7% |
| 3M | -40.6% | -2.8% | -37.8% | -38.5% |
| 6M | -55.1% | +2.2% | -57.2% | -55.4% |
| YTD | -46.8% | +11.5% | -58.3% | -51.2% |
| 1Y | -31.4% | +13.5% | -44.9% | -37.9% |
| 3Y | +17.4% | +78.1% | -60.7% | -32.5% |
| All | -5.3% | +72.6% | -77.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling