+2.9%
WY vs VT
+217.6%
-214.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +8.0% | -3.1% | +11.1% | +11.7% |
| 3M | -17.7% | -3.5% | -14.2% | -14.5% |
| 6M | -10.8% | +0.5% | -11.2% | -12.5% |
| YTD | -10.6% | +10.8% | -21.4% | -23.2% |
| 1Y | -5.7% | +11.9% | -17.6% | -20.2% |
| 3Y | -24.8% | +73.0% | -97.8% | -65.2% |
| 5Y | -31.7% | +58.6% | -90.3% | -64.4% |
| 10Y | +2.9% | +219.2% | -216.3% | -80.0% |
| All | +2.9% | +217.6% | -214.7% | -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