+476.0%
WTBA vs VT
+374.2%
+101.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.8% | +0.4% | +2.4% | +2.3% |
| 30D | +3.6% | +1.0% | +2.6% | +2.4% |
| 3M | +23.6% | +2.4% | +21.2% | +19.1% |
| 6M | +20.4% | +12.0% | +8.4% | +3.3% |
| YTD | +35.9% | +15.3% | +20.6% | +12.3% |
| 1Y | +48.6% | +22.6% | +26.0% | +13.7% |
| 3Y | +77.9% | +74.7% | +3.2% | -13.0% |
| 5Y | +22.8% | +66.1% | -43.4% | -37.7% |
| 10Y | +126.3% | +225.0% | -98.7% | -54.5% |
| All | +476.0% | +374.2% | +101.9% | -31.4% |
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