+36.1%
VT vs WETO
-99.4%
+135.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -7.9% | -0.9% |
| 7D | -2.0% | -19.9% | +17.9% | -2.0% |
| 30D | -1.4% | -42.7% | +41.2% | -1.8% |
| 3M | +4.7% | -97.7% | +102.4% | +5.8% |
| 6M | +11.4% | -94.4% | +105.8% | +11.2% |
| YTD | +13.1% | -97.0% | +110.1% | +13.4% |
| 1Y | +19.0% | -98.9% | +117.9% | +20.0% |
| All | +36.1% | -99.4% | +135.4% | +36.9% |
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