+71.6%
WSBC vs VT
+214.8%
-143.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +1.5% |
| 7D | -0.6% | -4.2% | +3.6% | +3.6% |
| 30D | +4.2% | -5.8% | +10.0% | +10.3% |
| 3M | -7.4% | -5.2% | -2.2% | -2.6% |
| 6M | +15.6% | +0.1% | +15.5% | +14.5% |
| YTD | +20.0% | +8.2% | +11.8% | +9.5% |
| 1Y | +31.9% | +10.1% | +21.8% | +18.1% |
| 3Y | +66.6% | +69.7% | -3.1% | -4.0% |
| 5Y | +34.6% | +53.4% | -18.8% | -14.0% |
| All | +71.6% | +214.8% | -143.2% | -43.4% |
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