+107.2%
WSBF vs VT
+215.5%
-108.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +1.6% | -2.3% | +3.9% | +3.0% |
| 30D | +2.1% | -5.0% | +7.0% | +5.1% |
| 3M | -4.1% | -4.9% | +0.8% | -1.2% |
| 6M | +9.9% | -1.5% | +11.4% | +10.5% |
| YTD | +24.3% | +8.5% | +15.9% | +17.5% |
| 1Y | +35.7% | +11.4% | +24.4% | +26.2% |
| 3Y | +100.7% | +70.1% | +30.6% | +44.2% |
| 5Y | +16.7% | +53.7% | -37.0% | -11.7% |
| All | +107.2% | +215.5% | -108.4% | +1.1% |
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