-4.8%
WTI vs VT
+75.0%
-79.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +7.0% | +0.4% | +6.6% | +6.8% |
| 30D | +17.8% | +1.0% | +16.9% | +17.3% |
| 3M | -6.6% | +2.4% | -9.0% | -7.7% |
| 6M | +31.4% | +12.0% | +19.4% | +21.0% |
| YTD | +136.3% | +15.3% | +120.9% | +110.5% |
| 1Y | +112.7% | +22.6% | +90.1% | +76.9% |
| All | -4.8% | +75.0% | -79.7% | -40.1% |
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