-6.9%
WEBL vs VT
+126.9%
-133.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +1.0% |
| 7D | +0.4% | -0.1% | +0.5% | +2.1% |
| 30D | -32.0% | -3.1% | -29.0% | -22.6% |
| 3M | -28.5% | -3.5% | -25.0% | -16.6% |
| 6M | -11.4% | +0.5% | -11.9% | -9.4% |
| YTD | -20.2% | +10.8% | -31.0% | -40.7% |
| 1Y | -28.6% | +11.9% | -40.5% | -48.4% |
| 3Y | +118.9% | +73.0% | +45.9% | -54.6% |
| 5Y | -73.2% | +58.6% | -131.8% | -88.2% |
| All | -6.9% | +126.9% | -133.7% | -76.2% |
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 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