-61.0%
WEAV vs VT
+64.5%
-125.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | +0.4% | +0.1% | -0.1% |
| 30D | +7.8% | +1.0% | +6.8% | +5.5% |
| 3M | +27.0% | +2.4% | +24.7% | +20.4% |
| 6M | +38.6% | +12.0% | +26.6% | +12.9% |
| YTD | -3.4% | +15.3% | -18.8% | -25.0% |
| 1Y | -3.3% | +22.6% | -25.9% | -31.9% |
| 3Y | -29.2% | +74.7% | -103.9% | -72.0% |
| All | -61.0% | +64.5% | -125.4% | -82.2% |
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