+328.6%
WSBC vs VT
+363.9%
-35.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.3% |
| 30D | +5.1% | -1.4% | +6.5% | +6.5% |
| 3M | -5.4% | -1.4% | -4.0% | -4.2% |
| 6M | +19.3% | +5.5% | +13.8% | +12.1% |
| YTD | +23.1% | +12.8% | +10.3% | +7.5% |
| 1Y | +37.7% | +15.4% | +22.3% | +17.4% |
| 3Y | +70.9% | +76.9% | -6.0% | -6.4% |
| 5Y | +40.6% | +60.4% | -19.8% | -15.7% |
| 10Y | +81.8% | +232.8% | -151.0% | -48.7% |
| All | +328.6% | +363.9% | -35.3% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling