-100.0%
WWR vs VT
+374.2%
-474.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.4% | +0.4% | -3.9% | -4.2% |
| 30D | +30.2% | +1.0% | +29.3% | +29.2% |
| 3M | +7.7% | +2.4% | +5.3% | +5.6% |
| 6M | -33.3% | +12.0% | -45.3% | -42.0% |
| YTD | -25.3% | +15.3% | -40.7% | -37.4% |
| 1Y | -26.3% | +22.6% | -48.9% | -43.2% |
| 3Y | -23.3% | +74.7% | -98.0% | -65.7% |
| 5Y | -85.5% | +66.1% | -151.7% | -92.9% |
| 10Y | -99.3% | +225.0% | -324.3% | -99.9% |
| All | -100.0% | +374.2% | -474.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling