-99.3%
WEBS vs VT
+135.0%
-234.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +1.9% |
| 7D | -0.3% | +1.0% | -1.3% | +3.8% |
| 30D | +1.4% | -0.2% | +1.6% | +1.2% |
| 3M | -19.6% | +4.5% | -24.1% | -2.6% |
| 6M | -41.9% | +14.1% | -55.9% | +1.5% |
| YTD | -26.2% | +14.8% | -40.9% | +34.3% |
| 1Y | -16.0% | +21.2% | -37.2% | +94.6% |
| 3Y | -85.8% | +76.6% | -162.4% | +113.7% |
| 5Y | -87.7% | +66.6% | -154.3% | +265.0% |
| All | -99.3% | +135.0% | -234.3% | +41.1% |
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