+73.5%
WEX vs VT
+217.6%
-144.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | -0.8% | -0.1% | -0.7% | -1.1% |
| 30D | +4.7% | -3.1% | +7.7% | +8.8% |
| 3M | -3.2% | -3.5% | +0.3% | +0.9% |
| 6M | +27.4% | +0.5% | +27.0% | +23.3% |
| YTD | +21.2% | +10.8% | +10.4% | -0.5% |
| 1Y | +23.1% | +11.9% | +11.2% | -0.6% |
| 3Y | +5.2% | +73.0% | -67.8% | -57.2% |
| 5Y | +19.4% | +58.6% | -39.2% | -43.6% |
| 10Y | +73.5% | +219.2% | -145.7% | -69.1% |
| All | +73.5% | +217.6% | -144.1% | -69.1% |
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