+1,209.0%
WT vs VT
+374.2%
+834.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.9% | +0.4% | +1.4% | +1.4% |
| 30D | +13.1% | +1.0% | +12.2% | +12.0% |
| 3M | +31.4% | +2.4% | +29.0% | +28.6% |
| 6M | +42.7% | +12.0% | +30.6% | +28.0% |
| YTD | +105.2% | +15.3% | +89.8% | +78.9% |
| 1Y | +82.5% | +22.6% | +59.9% | +49.5% |
| 3Y | +250.8% | +74.7% | +176.1% | +103.1% |
| 5Y | +331.1% | +66.1% | +265.0% | +162.5% |
| 10Y | +192.3% | +225.0% | -32.7% | +4.8% |
| All | +1,209.0% | +374.2% | +834.8% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling