+242.3%
WEYS vs VT
+221.8%
+20.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | -2.9% | +2.4% | -5.3% | -5.1% |
| 30D | +12.3% | -1.5% | +13.8% | +14.0% |
| 3M | +29.4% | -4.1% | +33.6% | +34.7% |
| 6M | +76.2% | +0.6% | +75.7% | +74.6% |
| YTD | +97.0% | +11.0% | +85.9% | +76.5% |
| 1Y | +93.4% | +13.3% | +80.1% | +69.9% |
| 3Y | +195.3% | +73.4% | +121.9% | +73.9% |
| 5Y | +236.7% | +57.4% | +179.2% | +114.9% |
| All | +242.3% | +221.8% | +20.5% | -0.7% |
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