+614.0%
WEX vs VT
+345.0%
+269.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +4.8% |
| 7D | -2.0% | -4.2% | +2.2% | +2.9% |
| 30D | +4.8% | -5.8% | +10.6% | +12.1% |
| 3M | -4.6% | -5.2% | +0.7% | +1.0% |
| 6M | +22.1% | +0.1% | +22.0% | +19.5% |
| YTD | +20.7% | +8.2% | +12.4% | +6.4% |
| 1Y | +21.0% | +10.1% | +10.9% | +4.4% |
| 3Y | +2.5% | +69.7% | -67.1% | -47.5% |
| 5Y | +15.3% | +53.4% | -38.1% | -32.2% |
| 10Y | +76.2% | +219.2% | -143.0% | -50.2% |
| All | +614.0% | +345.0% | +269.0% | +48.1% |
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 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