+102.8%
WTBA vs VT
+222.7%
-119.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -0.8% | +2.9% | -3.7% | -3.5% |
| 30D | +5.9% | -2.5% | +8.4% | +8.3% |
| 3M | +3.2% | -3.3% | +6.5% | +6.3% |
| 6M | +31.8% | +1.5% | +30.3% | +28.8% |
| YTD | +41.3% | +11.4% | +30.0% | +25.7% |
| 1Y | +43.6% | +11.9% | +31.7% | +26.9% |
| 3Y | +108.1% | +73.9% | +34.2% | +19.4% |
| 5Y | +14.1% | +57.9% | -43.8% | -28.4% |
| All | +102.8% | +222.7% | -119.9% | -42.6% |
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