+39.6%
WEEI vs VT
+53.0%
-13.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +4.2% | +2.9% | +1.3% | +2.9% |
| 30D | -2.3% | -2.5% | +0.2% | -1.3% |
| 3M | +4.8% | -3.3% | +8.1% | +6.3% |
| 6M | +11.3% | +1.5% | +9.8% | +9.8% |
| YTD | +29.4% | +11.4% | +18.1% | +19.9% |
| 1Y | +31.5% | +11.9% | +19.6% | +21.3% |
| All | +39.6% | +53.0% | -13.4% | -1.3% |
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