+77.6%
WTFC vs VT
+53.2%
+24.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +2.1% |
| 7D | -1.2% | -4.2% | +3.0% | +3.5% |
| 30D | +5.0% | -5.8% | +10.8% | +12.1% |
| 3M | -5.4% | -5.2% | -0.1% | +0.2% |
| 6M | +1.9% | +0.1% | +1.8% | +0.6% |
| YTD | +10.1% | +8.2% | +1.8% | -1.3% |
| 1Y | +19.0% | +10.1% | +8.9% | +4.5% |
| 3Y | +96.3% | +69.7% | +26.6% | +4.7% |
| 5Y | +77.6% | +53.4% | +24.2% | +8.8% |
| All | +77.6% | +53.2% | +24.4% | +8.8% |
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 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