+504.1%
WTS vs VT
+215.5%
+288.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -0.4% | -2.3% | +1.9% | +2.0% |
| 30D | -0.6% | -5.0% | +4.3% | +4.8% |
| 3M | -8.1% | -4.9% | -3.2% | -3.1% |
| 6M | +19.0% | -1.5% | +20.5% | +20.7% |
| YTD | +26.1% | +8.5% | +17.6% | +14.4% |
| 1Y | +32.3% | +11.4% | +20.9% | +16.6% |
| 3Y | +90.7% | +70.1% | +20.6% | +4.5% |
| 5Y | +74.0% | +53.7% | +20.2% | +7.5% |
| All | +504.1% | +215.5% | +288.5% | +85.2% |
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