-28.3%
WVE vs VT
+53.4%
-81.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.4% | +4.3% |
| 7D | -6.1% | -2.3% | -3.8% | -2.3% |
| 30D | -4.8% | -5.0% | +0.2% | +3.5% |
| 3M | -44.0% | -4.9% | -39.1% | -39.4% |
| 6M | -53.8% | -1.5% | -52.2% | -52.6% |
| YTD | -80.2% | +8.5% | -88.7% | -82.2% |
| 1Y | -57.2% | +11.4% | -68.6% | -63.3% |
| 3Y | -38.4% | +70.1% | -108.5% | -71.5% |
| All | -28.3% | +53.4% | -81.7% | -56.5% |
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 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