+257.9%
WSBF vs VT
+346.0%
-88.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +1.6% | -2.3% | +3.9% | +3.7% |
| 30D | +2.1% | -5.0% | +7.0% | +6.6% |
| 3M | -4.1% | -4.9% | +0.8% | +0.1% |
| 6M | +9.9% | -1.5% | +11.4% | +10.6% |
| YTD | +24.3% | +8.5% | +15.9% | +14.3% |
| 1Y | +35.7% | +11.4% | +24.4% | +21.8% |
| 3Y | +100.7% | +70.1% | +30.6% | +22.2% |
| 5Y | +16.7% | +53.7% | -37.0% | -23.9% |
| 10Y | +107.8% | +220.0% | -112.2% | -38.1% |
| All | +257.9% | +346.0% | -88.1% | -37.4% |
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 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