+170.8%
WWD vs VLTO
+56.1%
+114.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | +4.2% | +2.0% | +2.1% | +3.5% |
| 30D | -0.8% | +21.8% | -22.6% | -7.4% |
| 3M | -8.2% | +20.2% | -28.4% | -14.0% |
| 6M | -9.8% | +36.3% | -46.2% | -19.8% |
| YTD | +10.4% | +18.8% | -8.4% | +3.3% |
| 1Y | +25.5% | +20.4% | +5.1% | +16.8% |
| 3Y | +155.8% | +71.9% | +83.9% | +116.4% |
| All | +170.8% | +56.1% | +114.7% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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