+179.7%
WT vs VT
+215.5%
-35.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.1% |
| 7D | -5.9% | -2.3% | -3.6% | -2.8% |
| 30D | -16.6% | -5.0% | -11.7% | -10.4% |
| 3M | -9.2% | -4.9% | -4.3% | -2.5% |
| 6M | +2.5% | -1.5% | +4.0% | +5.2% |
| YTD | +60.6% | +8.5% | +52.1% | +44.7% |
| 1Y | +68.3% | +11.4% | +56.9% | +46.0% |
| 3Y | +214.4% | +70.1% | +144.3% | +51.2% |
| 5Y | +212.3% | +53.7% | +158.6% | +73.1% |
| All | +179.7% | +215.5% | -35.8% | -46.8% |
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 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