-32.2%
WVE vs VT
+58.5%
-90.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -6.7% |
| 7D | -1.9% | +2.9% | -4.8% | -6.0% |
| 30D | +0.6% | -2.5% | +3.1% | +5.3% |
| 3M | -39.7% | -3.3% | -36.4% | -36.3% |
| 6M | -53.5% | +1.5% | -55.0% | -54.5% |
| YTD | -81.4% | +11.4% | -92.8% | -83.9% |
| 1Y | -54.6% | +11.9% | -66.5% | -61.1% |
| 3Y | -39.8% | +73.9% | -113.7% | -73.2% |
| 5Y | -32.2% | +57.9% | -90.1% | -60.4% |
| All | -32.2% | +58.5% | -90.7% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling