+50.7%
WSBC vs VT
+224.4%
-173.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.9% |
| 7D | -2.2% | -0.7% | -1.5% | -1.6% |
| 30D | +5.2% | -1.7% | +7.0% | +6.9% |
| 3M | -7.2% | -2.3% | -4.9% | -5.3% |
| 6M | +18.2% | +1.5% | +16.7% | +15.6% |
| YTD | +20.4% | +12.0% | +8.4% | +6.1% |
| 1Y | +29.1% | +12.9% | +16.2% | +12.9% |
| 3Y | +77.9% | +74.9% | +3.0% | -0.6% |
| 5Y | +35.2% | +59.9% | -24.8% | -17.3% |
| 10Y | +50.7% | +224.6% | -173.9% | -56.5% |
| All | +50.7% | +224.4% | -173.7% | -56.5% |
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