+231.8%
WEA vs VT
+346.0%
-114.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.8% | -2.3% | +3.1% | +1.7% |
| 30D | +0.6% | -5.0% | +5.6% | +2.5% |
| 3M | -4.9% | -4.9% | 0.0% | -3.2% |
| 6M | -4.4% | -1.5% | -2.9% | -4.1% |
| YTD | -5.4% | +8.5% | -13.9% | -8.7% |
| 1Y | -4.9% | +11.4% | -16.3% | -9.1% |
| 3Y | +22.2% | +70.1% | -47.8% | -1.9% |
| 5Y | +1.9% | +53.7% | -51.8% | -15.6% |
| 10Y | +48.1% | +220.0% | -171.8% | -11.1% |
| All | +231.8% | +346.0% | -114.2% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling