+251.0%
WEYS vs VT
+53.4%
+197.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | +15.7% | -2.3% | +18.0% | +18.0% |
| 30D | +17.8% | -5.0% | +22.8% | +22.5% |
| 3M | +39.1% | -4.9% | +43.9% | +44.5% |
| 6M | +90.4% | -1.5% | +91.9% | +92.2% |
| YTD | +102.9% | +8.5% | +94.4% | +89.8% |
| 1Y | +115.7% | +11.4% | +104.3% | +97.9% |
| 3Y | +186.2% | +70.1% | +116.2% | +104.2% |
| All | +251.0% | +53.4% | +197.6% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling