+114.1%
WWJD vs VT
+142.2%
-28.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.4% |
| 7D | +0.7% | -0.1% | +0.9% | +0.8% |
| 30D | +2.2% | -3.1% | +5.3% | +5.1% |
| 3M | -1.6% | -3.5% | +1.9% | +1.6% |
| 6M | +1.6% | +0.5% | +1.1% | +0.8% |
| YTD | +11.0% | +10.8% | +0.2% | +0.6% |
| 1Y | +14.2% | +11.9% | +2.3% | +2.5% |
| 3Y | +63.0% | +73.0% | -10.0% | -3.8% |
| 5Y | +44.2% | +58.6% | -14.4% | -7.7% |
| All | +114.1% | +142.2% | -28.1% | -8.8% |
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