+121.6%
WELD vs VT
+86.1%
+35.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.7% | +0.4% | +0.3% | +0.1% |
| 30D | -6.6% | +1.0% | -7.6% | -7.8% |
| 3M | -7.9% | +2.4% | -10.3% | -10.5% |
| 6M | +3.2% | +12.0% | -8.8% | -10.6% |
| YTD | +23.5% | +15.3% | +8.2% | +3.1% |
| 1Y | +30.4% | +22.6% | +7.8% | +0.8% |
| 3Y | +85.7% | +74.7% | +11.1% | -6.3% |
| All | +121.6% | +86.1% | +35.5% | +1.4% |
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