-86.0%
VWAV price history and return analytics
+25.2%
-111.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.5% | -0.6% | -19.9% | -20.1% |
| 7D | -29.6% | -0.1% | -29.4% | -29.4% |
| 30D | -63.7% | -0.7% | -63.0% | -63.4% |
| 3M | -91.1% | +4.0% | -95.1% | -91.2% |
| 6M | -93.9% | +12.3% | -106.1% | -93.7% |
| YTD | -95.1% | +14.0% | -109.1% | -94.6% |
| 1Y | -95.8% | +20.3% | -116.1% | -92.8% |
| All | -86.0% | +25.2% | -111.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling