-46.4%
WTI vs VOO
+812.0%
-858.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +4.5% |
| 7D | +2.9% | +0.5% | +2.3% | +2.0% |
| 30D | +15.8% | -0.9% | +16.7% | +17.1% |
| 3M | +0.5% | +3.9% | -3.4% | -7.8% |
| 6M | +27.2% | +14.5% | +12.6% | -3.4% |
| YTD | +144.9% | +13.0% | +132.0% | +90.3% |
| 1Y | +129.3% | +19.4% | +109.9% | +62.4% |
| 3Y | -0.6% | +78.9% | -79.4% | -65.5% |
| 5Y | +31.8% | +82.3% | -50.5% | -56.9% |
| 10Y | +129.5% | +314.2% | -184.7% | -83.6% |
| All | -46.4% | +812.0% | -858.3% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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