+132.9%
WSFS vs VT
+224.5%
-91.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +1.4% | +0.4% | +0.9% | +0.8% |
| 30D | -3.3% | +1.0% | -4.3% | -4.5% |
| 3M | +11.8% | +2.4% | +9.4% | +8.1% |
| 6M | +22.4% | +12.0% | +10.4% | +5.8% |
| YTD | +44.8% | +15.3% | +29.5% | +20.7% |
| 1Y | +37.4% | +22.6% | +14.8% | +6.2% |
| 3Y | +101.4% | +74.7% | +26.7% | +2.4% |
| 5Y | +88.8% | +66.1% | +22.7% | +2.1% |
| All | +132.9% | +224.5% | -91.6% | -43.2% |
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 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