+476.2%
WTS vs VT
+224.4%
+251.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.9% |
| 7D | +2.0% | -0.7% | +2.7% | +2.7% |
| 30D | +2.5% | -1.7% | +4.3% | +4.3% |
| 3M | -6.1% | -2.3% | -3.8% | -4.0% |
| 6M | +21.4% | +1.5% | +19.8% | +19.0% |
| YTD | +31.3% | +12.0% | +19.3% | +15.1% |
| 1Y | +31.8% | +12.9% | +18.9% | +14.5% |
| 3Y | +95.4% | +74.9% | +20.4% | +3.8% |
| 5Y | +82.2% | +59.9% | +22.3% | +7.9% |
| 10Y | +476.2% | +224.6% | +251.5% | +58.5% |
| All | +476.2% | +224.4% | +251.8% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling