+102.8%
WEYS vs VT
+13.3%
+89.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.3% |
| 7D | +2.7% | -1.6% | +4.3% | +3.7% |
| 30D | +2.7% | -2.5% | +5.2% | +4.3% |
| 3M | +30.1% | -1.3% | +31.4% | +31.0% |
| 6M | +60.5% | +3.1% | +57.4% | +55.5% |
| YTD | +74.8% | +10.9% | +63.8% | +54.8% |
| All | +102.8% | +13.3% | +89.5% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling