+1,628.2%
WTS vs VT
+345.0%
+1,283.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.6% |
| 7D | -1.0% | -4.2% | +3.2% | +3.3% |
| 30D | -4.1% | -5.8% | +1.7% | +1.8% |
| 3M | -4.3% | -5.2% | +0.9% | +0.9% |
| 6M | +19.6% | +0.1% | +19.4% | +19.1% |
| YTD | +26.6% | +8.2% | +18.3% | +15.9% |
| 1Y | +24.0% | +10.1% | +13.9% | +11.6% |
| 3Y | +86.7% | +69.7% | +17.1% | +7.0% |
| 5Y | +74.6% | +53.4% | +21.2% | +12.2% |
| 10Y | +514.7% | +219.2% | +295.5% | +89.1% |
| All | +1,628.2% | +345.0% | +1,283.2% | +315.5% |
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