-40.2%
WEAT vs VT
+223.7%
-263.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | -11.3% | -2.6% | -8.7% | -11.3% |
| 3M | -9.5% | -3.2% | -6.2% | -9.4% |
| 6M | -7.5% | +0.9% | -8.5% | -7.5% |
| YTD | +8.4% | +11.3% | -2.9% | +8.1% |
| 1Y | +3.3% | +14.0% | -10.7% | +3.0% |
| 3Y | -25.9% | +75.8% | -101.7% | -27.2% |
| 5Y | -43.3% | +57.8% | -101.2% | -44.0% |
| 10Y | -40.2% | +219.8% | -260.0% | -47.5% |
| All | -40.2% | +223.7% | -263.9% | -47.5% |
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