+123.4%
WEBL vs VT
+74.0%
+49.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -1.8% |
| 7D | +9.9% | +2.4% | +7.5% | +1.6% |
| 30D | -23.3% | -1.5% | -21.8% | -17.3% |
| 3M | -29.0% | -4.1% | -24.9% | -14.9% |
| 6M | -7.0% | +0.6% | -7.5% | -5.1% |
| YTD | -19.1% | +11.0% | -30.1% | -42.0% |
| 1Y | -21.9% | +13.3% | -35.2% | -47.9% |
| 3Y | +123.4% | +73.4% | +50.0% | -66.5% |
| All | +123.4% | +74.0% | +49.4% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling