-2.8%
WEBL vs VT
+128.0%
-130.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +1.6% |
| 7D | +13.4% | +2.9% | +10.5% | +3.3% |
| 30D | -27.7% | -2.5% | -25.2% | -19.3% |
| 3M | -23.9% | -3.3% | -20.6% | -11.8% |
| 6M | -2.4% | +1.5% | -3.9% | -3.6% |
| YTD | -16.7% | +11.4% | -28.1% | -39.2% |
| 1Y | -24.5% | +11.9% | -36.4% | -45.4% |
| 3Y | +128.4% | +73.9% | +54.5% | -53.4% |
| 5Y | -73.6% | +57.9% | -131.5% | -88.3% |
| All | -2.8% | +128.0% | -130.8% | -75.5% |
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