+195.3%
WEYS vs VT
+74.0%
+121.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | -2.9% | +2.4% | -5.3% | -5.3% |
| 30D | +12.3% | -1.5% | +13.8% | +14.1% |
| 3M | +29.4% | -4.1% | +33.6% | +35.1% |
| 6M | +76.2% | +0.6% | +75.7% | +74.1% |
| YTD | +97.0% | +11.0% | +85.9% | +72.7% |
| 1Y | +93.4% | +13.3% | +80.1% | +65.5% |
| 3Y | +195.3% | +73.4% | +121.9% | +56.7% |
| All | +195.3% | +74.0% | +121.3% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling