+25.5%
WEBL vs VT
+136.2%
-110.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | -4.0% | +0.4% | -4.5% | -5.2% |
| 30D | +1.9% | +1.0% | +0.9% | -0.8% |
| 3M | +4.5% | +2.4% | +2.2% | -2.4% |
| 6M | +45.6% | +12.0% | +33.6% | +0.4% |
| YTD | +7.5% | +15.3% | -7.8% | -32.3% |
| 1Y | -10.2% | +22.6% | -32.8% | -53.2% |
| 3Y | +133.9% | +74.7% | +59.3% | -53.4% |
| 5Y | -68.2% | +66.1% | -134.4% | -88.2% |
| All | +25.5% | +136.2% | -110.6% | -72.7% |
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