-6.7%
WTI vs VT
+74.0%
-80.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +8.8% | +2.4% | +6.4% | +7.9% |
| 30D | -7.9% | -1.5% | -6.4% | -7.4% |
| 3M | -6.9% | -4.1% | -2.8% | -5.5% |
| 6M | -23.3% | +0.6% | -23.8% | -24.2% |
| YTD | +107.9% | +11.0% | +96.8% | +86.8% |
| 1Y | +77.4% | +13.3% | +64.0% | +55.1% |
| 3Y | -6.7% | +73.4% | -80.1% | -52.3% |
| All | -6.7% | +74.0% | -80.7% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling