+49.6%
WTTR vs VT
+170.2%
-120.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.5% |
| 7D | -18.0% | -2.3% | -15.7% | -15.4% |
| 30D | -16.3% | -5.0% | -11.3% | -10.5% |
| 3M | -21.6% | -4.9% | -16.7% | -16.4% |
| 6M | -7.0% | -1.5% | -5.4% | -5.8% |
| YTD | +55.9% | +8.5% | +47.4% | +37.6% |
| 1Y | +45.6% | +11.4% | +34.2% | +24.3% |
| 3Y | +134.0% | +70.1% | +63.9% | +13.6% |
| 5Y | +148.1% | +53.7% | +94.4% | +37.2% |
| All | +49.6% | +170.2% | -120.6% | -54.8% |
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