+154.7%
WSFS vs VT
+226.2%
-71.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.3% | -1.6% | +2.9% | +3.2% |
| 30D | +2.4% | -2.5% | +4.9% | +5.3% |
| 3M | -1.8% | -1.3% | -0.5% | -0.7% |
| 6M | +11.4% | +3.1% | +8.3% | +6.3% |
| YTD | +45.8% | +10.9% | +34.8% | +26.8% |
| 1Y | +54.1% | +12.1% | +42.0% | +32.2% |
| 3Y | +114.0% | +73.9% | +40.1% | +8.5% |
| 5Y | +56.1% | +58.0% | -1.9% | -10.7% |
| All | +154.7% | +226.2% | -71.5% | -33.0% |
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 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