+462.7%
WWD vs VT
+223.7%
+239.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +1.6% |
| 7D | +4.2% | +0.4% | +3.8% | +3.7% |
| 30D | -0.8% | -2.6% | +1.8% | +2.8% |
| 3M | -8.2% | -3.2% | -4.9% | -4.0% |
| 6M | -9.8% | +0.9% | -10.8% | -11.0% |
| YTD | +10.4% | +11.3% | -0.9% | -3.6% |
| 1Y | +25.5% | +14.0% | +11.5% | +6.4% |
| 3Y | +155.8% | +75.8% | +80.0% | +23.5% |
| 5Y | +187.3% | +57.8% | +129.5% | +60.5% |
| 10Y | +462.7% | +219.8% | +242.9% | +27.7% |
| All | +462.7% | +223.7% | +239.0% | +27.7% |
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