+52.1%
WEA vs VT
+217.6%
-165.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.3% | -3.1% | +2.8% | +0.7% |
| 3M | -5.6% | -3.5% | -2.1% | -4.5% |
| 6M | -5.0% | +0.5% | -5.5% | -5.4% |
| YTD | -6.0% | +10.8% | -16.8% | -9.6% |
| 1Y | -5.3% | +11.9% | -17.2% | -9.3% |
| 3Y | +18.7% | +73.0% | -54.3% | -3.9% |
| 5Y | +0.5% | +58.6% | -58.1% | -16.5% |
| 10Y | +52.1% | +219.2% | -167.1% | -1.8% |
| All | +52.1% | +217.6% | -165.5% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling