+178.7%
VRT vs WETO
-99.4%
+278.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.4% | +9.0% | +3.7% |
| 7D | -8.4% | -4.3% | -4.1% | -8.3% |
| 30D | -10.9% | -39.9% | +29.0% | -14.2% |
| 3M | -13.7% | -97.9% | +84.2% | -14.7% |
| 6M | -4.1% | -95.0% | +90.9% | -7.1% |
| YTD | +58.7% | -97.2% | +155.9% | +53.7% |
| 1Y | +89.6% | -98.9% | +188.5% | +83.8% |
| All | +178.7% | -99.4% | +278.1% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling