+79.3%
WEX vs VT
+224.4%
-145.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | -0.7% |
| 7D | +1.2% | -0.7% | +1.9% | +1.9% |
| 30D | +5.6% | -1.7% | +7.3% | +7.6% |
| 3M | -3.6% | -2.3% | -1.3% | -1.3% |
| 6M | +29.7% | +1.5% | +28.2% | +23.6% |
| YTD | +22.4% | +12.0% | +10.3% | -1.2% |
| 1Y | +23.3% | +12.9% | +10.4% | -1.6% |
| 3Y | +6.2% | +74.9% | -68.8% | -57.5% |
| 5Y | +21.5% | +59.9% | -38.4% | -43.2% |
| 10Y | +79.3% | +224.6% | -145.3% | -68.4% |
| All | +79.3% | +224.4% | -145.0% | -68.4% |
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 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