+197.5%
WES vs VT
+224.5%
-27.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.6% | +0.4% | +2.1% | +2.0% |
| 30D | +7.3% | +1.0% | +6.4% | +5.9% |
| 3M | +12.1% | +2.4% | +9.7% | +7.9% |
| 6M | +22.1% | +12.0% | +10.1% | +3.8% |
| YTD | +33.7% | +15.3% | +18.3% | +9.1% |
| 1Y | +40.6% | +22.6% | +18.0% | +5.5% |
| 3Y | +138.7% | +74.7% | +64.0% | +8.4% |
| 5Y | +271.2% | +66.1% | +205.1% | +78.4% |
| All | +197.5% | +224.5% | -27.0% | -23.3% |
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