+684.1%
WTFC vs VT
+363.9%
+320.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -1.6% |
| 7D | +3.9% | -0.3% | +4.2% | +4.2% |
| 30D | +7.5% | -1.4% | +9.0% | +9.3% |
| 3M | -3.9% | -1.4% | -2.5% | -2.5% |
| 6M | +5.6% | +5.5% | +0.1% | -1.9% |
| YTD | +12.9% | +12.8% | 0.0% | -3.8% |
| 1Y | +24.1% | +15.4% | +8.6% | +2.8% |
| 3Y | +101.3% | +76.9% | +24.4% | +0.1% |
| 5Y | +84.6% | +60.4% | +24.2% | +4.0% |
| 10Y | +250.4% | +232.8% | +17.6% | -12.1% |
| All | +684.1% | +363.9% | +320.2% | +84.4% |
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