+104.2%
WSC vs VT
+231.2%
-127.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -3.7% |
| 7D | +7.3% | -0.3% | +7.6% | +7.7% |
| 30D | +13.1% | -1.4% | +14.5% | +15.3% |
| 3M | -27.3% | -1.4% | -26.0% | -26.0% |
| 6M | -11.2% | +5.5% | -16.7% | -16.6% |
| YTD | +3.5% | +12.8% | -9.3% | -10.4% |
| 1Y | -6.5% | +15.4% | -21.9% | -21.1% |
| 3Y | -44.9% | +76.9% | -121.8% | -71.5% |
| 5Y | -43.2% | +60.4% | -103.6% | -66.8% |
| 10Y | +98.1% | +232.8% | -134.7% | -30.3% |
| All | +104.2% | +231.2% | -127.0% | -28.0% |
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