+104.5%
WWW vs VT
+374.2%
-269.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +2.1% | +0.4% | +1.6% | +1.6% |
| 30D | +6.5% | +1.0% | +5.5% | +5.5% |
| 3M | +31.1% | +2.4% | +28.7% | +28.0% |
| 6M | +18.5% | +12.0% | +6.5% | +6.3% |
| YTD | +16.4% | +15.3% | +1.1% | +1.6% |
| 1Y | -33.7% | +22.6% | -56.3% | -45.6% |
| 3Y | +156.5% | +74.7% | +81.9% | +57.3% |
| 5Y | -35.2% | +66.1% | -101.3% | -57.2% |
| 10Y | +7.6% | +225.0% | -217.4% | -56.5% |
| All | +104.5% | +374.2% | -269.6% | -31.4% |
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 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