+250.3%
WEYS vs VT
+223.7%
+26.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -2.4% |
| 7D | +12.5% | +0.4% | +12.1% | +12.2% |
| 30D | +18.1% | -2.6% | +20.7% | +21.1% |
| 3M | +32.4% | -3.2% | +35.6% | +36.6% |
| 6M | +81.4% | +0.9% | +80.4% | +79.0% |
| YTD | +103.1% | +11.3% | +91.8% | +81.6% |
| 1Y | +106.3% | +14.0% | +92.3% | +80.3% |
| 3Y | +193.9% | +75.8% | +118.0% | +70.9% |
| 5Y | +253.3% | +57.8% | +195.4% | +125.1% |
| 10Y | +250.3% | +219.8% | +30.5% | +6.6% |
| All | +250.3% | +223.7% | +26.6% | +6.6% |
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 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