+344.2%
WES vs VT
+349.7%
-5.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 6M | +22.1% | +12.0% | +10.1% | +4.3% |
| YTD | +33.7% | +15.3% | +18.3% | +9.8% |
| 1Y | +40.6% | +22.6% | +18.0% | +6.5% |
| 3Y | +138.7% | +74.7% | +64.0% | +12.3% |
| 5Y | +271.2% | +66.1% | +205.1% | +83.8% |
| 10Y | +200.6% | +225.0% | -24.5% | -25.2% |
| All | +344.2% | +349.7% | -5.5% | -15.5% |
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