-70.9%
WETH vs VT
+55.9%
-126.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.1% | +7.0% | +7.1% |
| 7D | -0.5% | -0.7% | +0.2% | +0.6% |
| 30D | -13.3% | -1.7% | -11.6% | -11.6% |
| 3M | -18.5% | -2.3% | -16.2% | -16.7% |
| 6M | -48.4% | +1.5% | -49.9% | -49.1% |
| YTD | -33.7% | +12.0% | -45.8% | -40.0% |
| 1Y | -63.4% | +12.9% | -76.3% | -67.1% |
| All | -70.9% | +55.9% | -126.8% | -82.5% |
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