+319.7%
WSBC vs VT
+356.1%
-36.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.2% | -1.6% | +1.8% | +1.9% |
| 30D | +1.9% | -2.5% | +4.4% | +4.4% |
| 3M | -6.2% | -1.3% | -4.9% | -5.2% |
| 6M | +14.9% | +3.1% | +11.8% | +10.5% |
| YTD | +20.6% | +10.9% | +9.6% | +7.1% |
| 1Y | +33.6% | +12.1% | +21.5% | +17.4% |
| 3Y | +67.3% | +73.9% | -6.6% | -6.8% |
| 5Y | +34.8% | +58.0% | -23.2% | -17.9% |
| 10Y | +76.6% | +225.5% | -148.9% | -49.0% |
| All | +319.7% | +356.1% | -36.4% | +3.6% |
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 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