+85.5%
WEX vs VT
+224.5%
-139.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -1.7% | +0.4% | -2.2% | -2.4% |
| 30D | +2.9% | +1.0% | +2.0% | +1.4% |
| 3M | +32.0% | +2.4% | +29.6% | +26.0% |
| 6M | +17.7% | +12.0% | +5.7% | -3.7% |
| YTD | +30.2% | +15.3% | +14.8% | +1.9% |
| 1Y | +11.9% | +22.6% | -10.7% | -20.5% |
| 3Y | -3.3% | +74.7% | -77.9% | -60.5% |
| 5Y | +10.3% | +66.1% | -55.8% | -50.8% |
| All | +85.5% | +224.5% | -139.0% | -67.8% |
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