+49.8%
WTTR vs VT
+179.0%
-129.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.7% | +4.4% |
| 7D | -4.1% | -0.7% | -3.4% | -3.2% |
| 30D | -16.1% | -1.7% | -14.3% | -14.3% |
| 3M | -23.2% | -2.3% | -20.9% | -21.1% |
| 6M | -7.7% | +1.5% | -9.2% | -10.5% |
| YTD | +56.2% | +12.0% | +44.1% | +31.8% |
| 1Y | +47.9% | +12.9% | +35.0% | +23.9% |
| 3Y | +136.7% | +74.9% | +61.7% | +10.5% |
| 5Y | +165.5% | +59.9% | +105.6% | +38.8% |
| All | +49.8% | +179.0% | -129.2% | -56.7% |
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