+158.1%
WWD vs VLTO
+54.8%
+103.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | +4.2% | +5.4% | -1.2% | +2.4% |
| 30D | -2.1% | +22.3% | -24.5% | -8.9% |
| 3M | -13.2% | +19.6% | -32.8% | -18.6% |
| 6M | -16.9% | +35.2% | -52.0% | -25.9% |
| YTD | +5.2% | +17.9% | -12.6% | -1.3% |
| 1Y | +20.6% | +19.5% | +1.1% | +12.5% |
| 3Y | +146.3% | +73.9% | +72.4% | +108.1% |
| All | +158.1% | +54.8% | +103.3% | +122.1% |
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