+51.6%
WS vs VT
+63.2%
-11.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -4.1% | -7.2% | -4.7% |
| 7D | -14.7% | -4.2% | -10.5% | -8.2% |
| 30D | -6.0% | -5.8% | -0.2% | +4.1% |
| 3M | -5.3% | -5.2% | 0.0% | +4.1% |
| 6M | -10.1% | +0.1% | -10.2% | -9.8% |
| YTD | +5.1% | +8.2% | -3.1% | -6.2% |
| 1Y | +15.4% | +10.1% | +5.2% | +0.1% |
| All | +51.6% | +63.2% | -11.6% | -8.6% |
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