+953.4%
WT vs VT
+363.9%
+589.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | -0.3% |
| 7D | -6.1% | -0.3% | -5.8% | -5.8% |
| 30D | -18.1% | -1.4% | -16.6% | -16.8% |
| 3M | -10.4% | -1.4% | -9.0% | -9.0% |
| 6M | +16.3% | +5.5% | +10.8% | +10.7% |
| YTD | +65.1% | +12.8% | +52.3% | +47.4% |
| 1Y | +72.5% | +15.4% | +57.0% | +50.4% |
| 3Y | +222.7% | +76.9% | +145.9% | +84.9% |
| 5Y | +219.7% | +60.4% | +159.3% | +101.4% |
| 10Y | +191.1% | +232.8% | -41.7% | +3.0% |
| All | +953.4% | +363.9% | +589.5% | +289.8% |
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 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