-39.4%
WEAT vs VT
+217.6%
-257.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -0.9% | -0.1% | -0.7% | -0.9% |
| 30D | -10.9% | -3.1% | -7.9% | -10.9% |
| 3M | -9.5% | -3.5% | -6.0% | -9.4% |
| 6M | -7.1% | +0.5% | -7.6% | -7.1% |
| YTD | +8.9% | +10.8% | -1.9% | +8.6% |
| 1Y | +2.1% | +11.9% | -9.8% | +1.8% |
| 3Y | -24.5% | +73.0% | -97.5% | -25.8% |
| 5Y | -44.4% | +58.6% | -103.0% | -45.1% |
| 10Y | -39.4% | +219.2% | -258.5% | -46.7% |
| All | -39.4% | +217.6% | -257.0% | -46.7% |
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