+454.5%
V vs WM
+329.9%
+124.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.6% | +1.2% | -0.5% | -0.1% |
| 30D | +9.7% | +13.7% | -3.9% | +1.9% |
| 3M | +17.3% | +5.2% | +12.1% | +13.7% |
| 6M | +33.2% | +11.2% | +22.0% | +24.7% |
| YTD | +21.3% | +9.4% | +11.9% | +13.9% |
| 1Y | +27.3% | +20.4% | +6.9% | +12.8% |
| 3Y | +76.1% | +44.7% | +31.4% | +36.0% |
| 5Y | +103.5% | +58.5% | +45.0% | +45.2% |
| 10Y | +454.5% | +326.4% | +128.1% | +131.8% |
| All | +454.5% | +329.9% | +124.6% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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