+3.0%
WYY vs VT
+374.2%
-371.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +9.3% | +0.4% | +8.9% | +9.1% |
| 30D | +5.3% | +1.0% | +4.3% | +4.9% |
| 3M | -3.1% | +2.4% | -5.5% | -4.1% |
| 6M | +130.4% | +12.0% | +118.4% | +116.6% |
| YTD | +103.4% | +15.3% | +88.0% | +88.4% |
| 1Y | +118.8% | +22.6% | +96.3% | +96.7% |
| 3Y | +474.7% | +74.7% | +400.1% | +338.3% |
| 5Y | +103.4% | +66.1% | +37.2% | +58.0% |
| 10Y | +132.3% | +225.0% | -92.7% | +36.6% |
| All | +3.0% | +374.2% | -371.2% | -30.7% |
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