+440.3%
WWD vs VT
+214.8%
+225.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -0.7% |
| 7D | -2.6% | -4.2% | +1.6% | +2.9% |
| 30D | -7.7% | -5.8% | -1.9% | -0.3% |
| 3M | -17.7% | -5.2% | -12.5% | -11.7% |
| 6M | -15.9% | +0.1% | -16.0% | -16.2% |
| YTD | +1.8% | +8.2% | -6.5% | -8.0% |
| 1Y | +17.4% | +10.1% | +7.3% | +4.0% |
| 3Y | +137.1% | +69.7% | +67.4% | +19.8% |
| 5Y | +162.4% | +53.4% | +109.0% | +51.9% |
| All | +440.3% | +214.8% | +225.5% | +26.6% |
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