title: matrices are not aligned error message
body: <p>I have the following dataframe of returns</p>
  
  <pre><code>ret
  Out[3]: 
  Symbol            FX      OGDC       PIB       WTI
  Date                                              
  2010-03-02  0.000443  0.006928  0.000000  0.012375
  2010-03-03 -0.000690 -0.007873  0.000171  0.014824
  2010-03-04 -0.001354  0.001545  0.000007 -0.008195
  2010-03-05 -0.001578  0.008796 -0.000164  0.015955
  </code></pre>
  
  <p>And the following weights for each symbol:</p>
  
  <pre><code>df3
  Out[4]: 
    Symbol    Weight
  0   OGDC  0.182022
  1    WTI  0.534814
  2     FX  0.131243
  3    PIB  0.151921
  </code></pre>
  
  <p>I am trying to get a weighted return for each day and tried:</p>
  
  <pre><code>port_ret = ret.dot(df3)
  </code></pre>
  
  <p>but I get the following error message:</p>
  
  <pre><code>ValueError: matrices are not aligned
  </code></pre>
  
  <p>My objective is to have a weighted return for each date such that, for example 2010-03-02 would be as follows:</p>
  
  <pre><code>weighted_ret = 0.000443*.131243+.006928*.182022+0.000*0.151921+0.012375*.534814 = 0.007937512
  </code></pre>
  
  <p>I am not sure why I am getting this error but would be very happy for an alternative solution to the weighted return </p>