-100.0%
WWR vs VT
+345.0%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -1.4% |
| 7D | -9.5% | -4.2% | -5.4% | -3.5% |
| 30D | -20.8% | -5.8% | -15.0% | -13.3% |
| 3M | -11.6% | -5.2% | -6.4% | -3.3% |
| 6M | -42.4% | +0.1% | -42.6% | -41.3% |
| YTD | -49.3% | +8.2% | -57.6% | -53.2% |
| 1Y | -67.8% | +10.1% | -77.9% | -70.9% |
| 3Y | -37.7% | +69.7% | -107.4% | -70.7% |
| 5Y | -88.8% | +53.4% | -142.2% | -93.8% |
| 10Y | -99.4% | +219.2% | -318.6% | -99.9% |
| All | -100.0% | +345.0% | -445.0% | -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