+96.0%
WY vs VO
+825.6%
-729.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.8% | +3.1% | -3.9% | -4.4% |
| 30D | +10.1% | +2.2% | +7.9% | +7.1% |
| 3M | -15.4% | -2.5% | -12.9% | -13.1% |
| 6M | -8.3% | +7.0% | -15.3% | -15.6% |
| YTD | -9.8% | +14.0% | -23.8% | -23.2% |
| 1Y | -3.9% | +15.6% | -19.5% | -19.6% |
| 3Y | -23.3% | +66.2% | -89.5% | -58.4% |
| 5Y | -31.2% | +36.6% | -67.8% | -53.4% |
| 10Y | +5.5% | +199.0% | -193.4% | -69.5% |
| All | +96.0% | +825.6% | -729.6% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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