+485.8%
WWD vs VT
+224.5%
+261.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.3% | +0.4% | +0.8% | +0.7% |
| 30D | -7.2% | +1.0% | -8.1% | -8.3% |
| 3M | -3.8% | +2.4% | -6.2% | -7.0% |
| 6M | -9.9% | +12.0% | -21.9% | -22.0% |
| YTD | +14.8% | +15.3% | -0.5% | -4.4% |
| 1Y | +42.1% | +22.6% | +19.5% | +9.6% |
| 3Y | +170.8% | +74.7% | +96.1% | +31.9% |
| 5Y | +197.5% | +66.1% | +131.4% | +54.7% |
| All | +485.8% | +224.5% | +261.3% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling