+108.6%
WSC vs VT
+224.5%
-115.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.6% |
| 30D | -24.5% | +1.0% | -25.5% | -25.6% |
| 3M | -24.3% | +2.4% | -26.7% | -26.7% |
| 6M | -6.1% | +12.0% | -18.1% | -19.2% |
| YTD | +7.1% | +15.3% | -8.2% | -11.4% |
| 1Y | -14.3% | +22.6% | -36.9% | -34.5% |
| 3Y | -51.5% | +74.7% | -126.1% | -76.2% |
| 5Y | -30.4% | +66.1% | -96.6% | -63.2% |
| All | +108.6% | +224.5% | -115.9% | -39.1% |
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