+9.0%
WXET vs VT
+37.9%
-28.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.2% | -4.3% |
| 7D | -1.9% | -1.1% | -0.8% | -2.0% |
| 30D | +16.5% | -1.0% | +17.5% | +16.5% |
| 3M | +37.2% | +3.2% | +34.0% | +37.7% |
| 6M | +24.8% | +12.5% | +12.3% | +26.7% |
| YTD | +65.5% | +14.1% | +51.4% | +67.4% |
| 1Y | +47.0% | +18.9% | +28.1% | +48.3% |
| All | +9.0% | +37.9% | -28.9% | +6.9% |
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