+132.3%
WY vs VT
+374.2%
-241.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | +0.4% | -2.2% | -2.3% |
| 30D | -10.1% | +1.0% | -11.1% | -11.1% |
| 3M | -5.1% | +2.4% | -7.5% | -8.3% |
| 6M | -4.8% | +12.0% | -16.8% | -17.4% |
| YTD | -0.2% | +15.3% | -15.6% | -16.7% |
| 1Y | -6.6% | +22.6% | -29.2% | -27.7% |
| 3Y | -22.7% | +74.7% | -97.4% | -61.2% |
| 5Y | -22.2% | +66.1% | -88.4% | -58.7% |
| 10Y | +7.3% | +225.0% | -217.7% | -72.2% |
| All | +132.3% | +374.2% | -241.9% | -59.5% |
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