+208.3%
WSO vs VT
+223.7%
-15.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +1.9% |
| 7D | -0.1% | +0.4% | -0.5% | -0.4% |
| 30D | +14.3% | -2.6% | +16.9% | +16.6% |
| 3M | -3.1% | -3.2% | +0.2% | -0.7% |
| 6M | -23.3% | +0.9% | -24.2% | -24.0% |
| YTD | -2.7% | +11.3% | -14.0% | -10.9% |
| 1Y | -6.8% | +14.0% | -20.8% | -16.2% |
| 3Y | -7.1% | +75.8% | -83.0% | -40.2% |
| 5Y | +23.1% | +57.8% | -34.8% | -14.9% |
| 10Y | +208.3% | +219.8% | -11.5% | +30.2% |
| All | +208.3% | +223.7% | -15.4% | +30.2% |
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