-29.0%
WSE vs VT
+0.9%
-29.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -1.1% | +2.9% | -4.0% | -3.1% |
| 30D | -10.6% | -2.5% | -8.0% | -9.3% |
| 3M | -11.5% | -3.3% | -8.2% | -10.1% |
| 6M | -22.9% | +1.5% | -24.4% | -22.9% |
| All | -29.0% | +0.9% | -29.9% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling