+78.8%
WRN vs VT
+217.6%
-138.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.2% |
| 7D | -2.6% | -0.1% | -2.4% | -2.3% |
| 30D | -27.6% | -3.1% | -24.6% | -24.5% |
| 3M | -38.2% | -3.5% | -34.7% | -35.0% |
| 6M | -50.6% | +0.5% | -51.1% | -50.0% |
| YTD | -43.1% | +10.8% | -53.9% | -47.6% |
| 1Y | -28.0% | +11.9% | -39.9% | -34.3% |
| 3Y | +25.6% | +73.0% | -47.4% | -30.9% |
| 5Y | +3.4% | +58.6% | -55.2% | -36.6% |
| 10Y | +78.8% | +219.2% | -140.4% | -63.2% |
| All | +78.8% | +217.6% | -138.8% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling