+241.5%
WEYS vs VT
+58.5%
+183.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.4% |
| 7D | -5.2% | +2.9% | -8.1% | -7.3% |
| 30D | +13.4% | -2.5% | +15.9% | +15.6% |
| 3M | +28.7% | -3.3% | +32.0% | +32.0% |
| 6M | +82.8% | +1.5% | +81.2% | +80.3% |
| YTD | +99.8% | +11.4% | +88.4% | +83.2% |
| 1Y | +94.8% | +11.9% | +82.9% | +78.0% |
| 3Y | +194.7% | +73.9% | +120.9% | +106.5% |
| 5Y | +241.5% | +57.9% | +183.6% | +137.5% |
| All | +241.5% | +58.5% | +183.0% | +137.5% |
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