-90.6%
WVE vs VT
+217.6%
-308.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -4.7% | -0.1% | -4.6% | -4.2% |
| 30D | -1.4% | -3.1% | +1.6% | +3.2% |
| 3M | -43.8% | -3.5% | -40.3% | -41.0% |
| 6M | -52.5% | +0.5% | -53.0% | -52.6% |
| YTD | -79.9% | +10.8% | -90.7% | -82.0% |
| 1Y | -51.6% | +11.9% | -63.5% | -57.4% |
| 3Y | -35.0% | +73.0% | -108.0% | -66.1% |
| 5Y | -27.3% | +58.6% | -85.9% | -56.5% |
| 10Y | -90.6% | +219.2% | -309.8% | -97.8% |
| All | -90.6% | +217.6% | -308.3% | -97.8% |
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 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