+264.6%
WES vs VT
+322.0%
-57.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -1.5% |
| 7D | -11.3% | -4.2% | -7.1% | -6.7% |
| 30D | -11.9% | -5.8% | -6.1% | -5.6% |
| 3M | -11.9% | -5.2% | -6.6% | -6.4% |
| 6M | -3.0% | +0.1% | -3.2% | -4.7% |
| YTD | +9.7% | +8.2% | +1.5% | -3.0% |
| 1Y | +13.3% | +10.1% | +3.2% | -2.2% |
| 3Y | +81.0% | +69.7% | +11.3% | -12.3% |
| 5Y | +182.6% | +53.4% | +129.2% | +54.2% |
| 10Y | +116.4% | +219.2% | -102.9% | -44.7% |
| All | +264.6% | +322.0% | -57.4% | -25.4% |
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