+107.3%
WSC vs VT
+225.6%
-118.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +11.0% | -1.6% | +12.6% | +13.3% |
| 30D | +13.2% | -2.5% | +15.7% | +17.2% |
| 3M | -23.6% | -1.3% | -22.3% | -22.1% |
| 6M | -13.1% | +3.1% | -16.2% | -15.9% |
| YTD | +5.0% | +10.9% | -5.9% | -7.0% |
| 1Y | -8.1% | +12.1% | -20.1% | -19.4% |
| 3Y | -44.1% | +73.9% | -118.0% | -70.5% |
| 5Y | -41.8% | +58.0% | -99.8% | -65.3% |
| 10Y | +101.1% | +225.5% | -124.4% | -27.6% |
| All | +107.3% | +225.6% | -118.3% | -25.2% |
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