-81.5%
WVE vs VT
+222.7%
-304.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -3.6% | +0.4% | -4.0% | -4.2% |
| 30D | -18.0% | +1.0% | -19.0% | -19.1% |
| 3M | -20.2% | +2.4% | -22.6% | -22.6% |
| 6M | -64.6% | +12.0% | -76.6% | -68.8% |
| YTD | -71.4% | +15.3% | -86.7% | -75.8% |
| 1Y | -40.6% | +22.6% | -63.2% | -53.7% |
| 3Y | +7.0% | +74.7% | -67.6% | -45.1% |
| 5Y | -22.0% | +66.1% | -88.1% | -56.1% |
| All | -81.5% | +222.7% | -304.2% | -95.5% |
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 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