+21.5%
WTMF vs VT
+375.2%
-353.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | +1.9% | +1.0% | +1.0% | +1.9% |
| 3M | +2.2% | +2.4% | -0.2% | +2.0% |
| 6M | +6.2% | +12.0% | -5.8% | +5.5% |
| YTD | +10.7% | +15.3% | -4.6% | +9.9% |
| 1Y | +17.9% | +22.6% | -4.7% | +16.7% |
| 3Y | +34.4% | +74.7% | -40.3% | +31.6% |
| 5Y | +36.4% | +66.1% | -29.8% | +33.4% |
| 10Y | +44.8% | +225.0% | -180.2% | +44.6% |
| All | +21.5% | +375.2% | -353.7% | +24.5% |
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