+103.6%
WEYS vs VT
+13.0%
+90.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.8% |
| 7D | +12.5% | +0.4% | +12.1% | +12.4% |
| 30D | +18.1% | -2.6% | +20.7% | +20.1% |
| 3M | +32.4% | -3.2% | +35.6% | +35.2% |
| 6M | +81.4% | +0.9% | +80.4% | +79.7% |
| YTD | +103.1% | +11.3% | +91.8% | +81.4% |
| All | +103.6% | +13.0% | +90.6% | +79.2% |
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