-40.3%
WEAT vs VT
+215.5%
-255.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | -2.3% | +0.2% | -2.1% |
| 30D | -12.7% | -5.0% | -7.8% | -12.6% |
| 3M | -8.4% | -4.9% | -3.5% | -8.3% |
| 6M | -6.8% | -1.5% | -5.3% | -6.8% |
| YTD | +8.8% | +8.5% | +0.3% | +8.6% |
| 1Y | +2.0% | +11.4% | -9.4% | +1.7% |
| 3Y | -24.9% | +70.1% | -95.0% | -26.2% |
| 5Y | -42.3% | +53.7% | -96.0% | -43.0% |
| All | -40.3% | +215.5% | -255.8% | -48.5% |
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 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