-22.3%
WY vs VLTO
+56.1%
-78.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -0.8% | +2.0% | -2.8% | -1.6% |
| 30D | +10.6% | +21.8% | -11.2% | +2.2% |
| 3M | -16.6% | +20.2% | -36.9% | -22.6% |
| 6M | -8.6% | +36.3% | -44.9% | -19.2% |
| YTD | -8.4% | +18.8% | -27.3% | -14.8% |
| 1Y | -5.1% | +20.4% | -25.5% | -12.5% |
| 3Y | -21.9% | +71.9% | -93.8% | -33.5% |
| All | -22.3% | +56.1% | -78.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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