+441.2%
WWD vs VT
+222.7%
+218.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | +8.2% | +2.9% | +5.3% | +4.4% |
| 30D | -0.2% | -2.5% | +2.3% | +3.3% |
| 3M | -8.4% | -3.3% | -5.1% | -4.2% |
| 6M | -9.5% | +1.5% | -11.0% | -11.4% |
| YTD | +10.1% | +11.4% | -1.3% | -4.0% |
| 1Y | +21.6% | +11.9% | +9.7% | +5.6% |
| 3Y | +149.6% | +73.9% | +75.7% | +22.3% |
| 5Y | +191.3% | +57.9% | +133.4% | +62.6% |
| All | +441.2% | +222.7% | +218.5% | +19.4% |
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