+88.6%
WRN vs VT
+215.5%
-126.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.5% |
| 7D | -5.7% | -2.3% | -3.4% | -3.0% |
| 30D | -28.0% | -5.0% | -23.1% | -23.2% |
| 3M | -36.1% | -4.9% | -31.2% | -31.6% |
| 6M | -50.5% | -1.5% | -49.0% | -48.6% |
| YTD | -44.2% | +8.5% | -52.7% | -47.4% |
| 1Y | -21.6% | +11.4% | -33.0% | -28.0% |
| 3Y | +17.3% | +70.1% | -52.7% | -34.2% |
| 5Y | -5.7% | +53.7% | -59.4% | -40.0% |
| All | +88.6% | +215.5% | -126.9% | -61.8% |
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