+215.8%
WRN vs VT
+222.7%
-7.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | +0.4% | -5.2% | -5.2% |
| 30D | +3.9% | +1.0% | +2.9% | +2.8% |
| 3M | -18.1% | +2.4% | -20.5% | -19.5% |
| 6M | -23.3% | +12.0% | -35.3% | -31.4% |
| YTD | -10.1% | +15.3% | -25.5% | -21.7% |
| 1Y | +61.1% | +22.6% | +38.5% | +31.6% |
| 3Y | +62.2% | +74.7% | -12.5% | -12.8% |
| 5Y | +37.1% | +66.1% | -29.0% | -20.9% |
| All | +215.8% | +222.7% | -7.0% | -28.5% |
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