+92.3%
WTTR vs VT
+185.8%
-93.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.3% |
| 7D | +3.6% | +1.0% | +2.6% | +2.3% |
| 30D | +2.8% | -0.2% | +3.1% | +3.0% |
| 3M | +12.8% | +4.5% | +8.3% | +5.6% |
| 6M | +51.5% | +14.1% | +37.5% | +25.2% |
| YTD | +100.4% | +14.8% | +85.6% | +64.3% |
| 1Y | +147.8% | +21.2% | +126.6% | +89.6% |
| 3Y | +170.6% | +76.6% | +94.1% | +24.8% |
| 5Y | +340.5% | +66.6% | +273.9% | +119.0% |
| All | +92.3% | +185.8% | -93.5% | -46.0% |
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