+125.5%
WTFC vs VT
+66.2%
+59.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | +0.4% | +0.3% | +0.3% |
| 30D | -4.2% | +1.0% | -5.2% | -5.3% |
| 3M | +1.4% | +2.4% | -1.0% | -1.8% |
| 6M | +6.8% | +12.0% | -5.2% | -7.3% |
| YTD | +11.4% | +15.3% | -3.9% | -6.8% |
| 1Y | +11.8% | +22.6% | -10.7% | -13.1% |
| 3Y | +103.5% | +74.7% | +28.8% | +5.3% |
| All | +125.5% | +66.2% | +59.3% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling