+250.2%
WEYS price history and return analytics
+364.8%
-114.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | +0.1% |
| 7D | +1.0% | -2.0% | +2.9% | +2.8% |
| 30D | -4.3% | -1.4% | -2.8% | -3.0% |
| 3M | +23.7% | +4.7% | +19.0% | +18.2% |
| 6M | +41.4% | +11.4% | +30.1% | +27.4% |
| YTD | +49.1% | +13.1% | +36.1% | +32.3% |
| 1Y | +63.3% | +19.0% | +44.3% | +38.4% |
| 3Y | +96.4% | +73.9% | +22.5% | +18.1% |
| 5Y | +168.4% | +65.4% | +103.0% | +64.8% |
| 10Y | +176.6% | +225.4% | -48.8% | -8.4% |
| All | +250.2% | +364.8% | -114.6% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling