+1,706.1%
WTS vs VT
+374.2%
+1,331.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | -0.7% | +0.4% | -1.2% | -1.2% |
| 30D | 0.0% | +1.0% | -1.0% | -1.0% |
| 3M | +15.5% | +2.4% | +13.1% | +12.7% |
| 6M | +14.0% | +12.0% | +2.0% | +1.2% |
| YTD | +32.3% | +15.3% | +16.9% | +13.7% |
| 1Y | +30.8% | +22.6% | +8.2% | +5.5% |
| 3Y | +97.2% | +74.7% | +22.5% | +10.2% |
| 5Y | +123.0% | +66.1% | +56.9% | +32.4% |
| 10Y | +502.0% | +225.0% | +277.0% | +82.1% |
| All | +1,706.1% | +374.2% | +1,331.9% | +307.5% |
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