-75.6%
WYFL vs VT
+1.8%
-77.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.6% | -11.5% | -6.5% |
| 7D | +21.5% | -0.1% | +21.6% | +24.1% |
| 30D | -44.8% | -0.7% | -44.2% | -41.1% |
| 3M | -64.3% | +4.0% | -68.3% | -72.6% |
| All | -75.6% | +1.8% | -77.5% | -75.6% |
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 · Available span rolling