+1.9%
WY vs VT
+221.8%
-219.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.1% |
| 7D | -0.8% | +2.4% | -3.2% | -3.7% |
| 30D | +10.1% | -1.5% | +11.6% | +11.6% |
| 3M | -15.4% | -4.1% | -11.3% | -11.4% |
| 6M | -8.3% | +0.6% | -8.9% | -10.2% |
| YTD | -9.8% | +11.0% | -20.9% | -22.8% |
| 1Y | -3.9% | +13.3% | -17.2% | -20.0% |
| 3Y | -23.3% | +73.4% | -96.7% | -64.6% |
| 5Y | -31.2% | +57.4% | -88.6% | -63.6% |
| All | +1.9% | +221.8% | -219.8% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling