+104.1%
WSC vs VT
+217.6%
-113.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.9% |
| 7D | +1.5% | -0.1% | +1.7% | +2.1% |
| 30D | +16.5% | -3.1% | +19.6% | +22.3% |
| 3M | -13.6% | -3.5% | -10.1% | -8.6% |
| 6M | -28.8% | +0.5% | -29.2% | -28.7% |
| YTD | +6.7% | +10.8% | -4.1% | -6.3% |
| 1Y | +10.4% | +11.9% | -1.5% | -4.0% |
| 3Y | -44.6% | +73.0% | -117.6% | -72.4% |
| 5Y | -47.5% | +58.6% | -106.1% | -70.4% |
| 10Y | +104.1% | +219.2% | -115.1% | -36.7% |
| All | +104.1% | +217.6% | -113.5% | -36.7% |
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