+31.6%
VTV vs WETO
-99.4%
+131.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.2% | +0.7% |
| 7D | -1.1% | -4.3% | +3.2% | -1.1% |
| 30D | -1.0% | -39.9% | +38.9% | -1.1% |
| 3M | +4.6% | -97.9% | +102.5% | +5.4% |
| 6M | +13.5% | -95.0% | +108.5% | +13.6% |
| YTD | +18.5% | -97.2% | +115.7% | +18.8% |
| 1Y | +22.9% | -98.9% | +121.8% | +23.5% |
| All | +31.6% | -99.4% | +131.0% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling