+402.5%
WTM vs VT
+374.2%
+28.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | -0.4% | +1.0% | -1.4% | -1.1% |
| 3M | +4.4% | +2.4% | +2.0% | +2.2% |
| 6M | -5.4% | +12.0% | -17.4% | -13.4% |
| YTD | +1.3% | +15.3% | -14.1% | -9.4% |
| 1Y | +16.9% | +22.6% | -5.7% | -0.1% |
| 3Y | +32.3% | +74.7% | -42.3% | -13.9% |
| 5Y | +87.7% | +66.1% | +21.6% | +23.9% |
| 10Y | +156.3% | +225.0% | -68.7% | -5.6% |
| All | +402.5% | +374.2% | +28.3% | +20.7% |
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