+21.5%
WEBL vs VT
+135.0%
-113.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -1.5% |
| 7D | +0.3% | +1.0% | -0.7% | -2.9% |
| 30D | -3.3% | -0.2% | -3.0% | -2.0% |
| 3M | +13.5% | +4.5% | +9.0% | -1.6% |
| 6M | +42.2% | +14.1% | +28.1% | -7.7% |
| YTD | +4.0% | +14.8% | -10.7% | -33.3% |
| 1Y | -14.5% | +21.2% | -35.7% | -53.7% |
| 3Y | +128.2% | +76.6% | +51.6% | -56.1% |
| 5Y | -68.5% | +66.6% | -135.1% | -88.3% |
| All | +21.5% | +135.0% | -113.5% | -73.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling