+4.3%
WVVIP vs VT
+214.6%
-210.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +4.6% | -1.6% | +6.2% | +4.7% |
| 30D | +0.3% | -2.5% | +2.8% | +0.5% |
| 3M | +2.5% | -1.3% | +3.8% | +2.6% |
| 6M | +7.0% | +3.1% | +3.9% | +6.8% |
| YTD | -6.6% | +10.9% | -17.5% | -7.4% |
| 1Y | -2.4% | +12.1% | -14.5% | -3.3% |
| 3Y | -19.5% | +73.9% | -93.4% | -23.1% |
| 5Y | -49.8% | +58.0% | -107.7% | -51.5% |
| 10Y | +3.1% | +225.5% | -222.4% | -10.0% |
| All | +4.3% | +214.6% | -210.4% | -8.8% |
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