+33.6%
VT vs WETO
-99.9%
+133.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.3% |
| 7D | +2.4% | -39.7% | +42.1% | +2.4% |
| 30D | -1.5% | -26.7% | +25.2% | -1.5% |
| 3M | -4.1% | -83.1% | +79.0% | -4.5% |
| 6M | +0.6% | -98.8% | +99.4% | +0.9% |
| YTD | +11.0% | -99.3% | +110.3% | +11.4% |
| 1Y | +13.3% | -99.4% | +112.7% | +13.8% |
| All | +33.6% | -99.9% | +133.5% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling