+476.5%
V vs WM
+331.3%
+145.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -2.2% |
| 7D | -0.4% | +1.2% | -1.5% | -1.1% |
| 30D | +6.3% | +15.2% | -8.9% | -2.1% |
| 3M | +17.2% | +8.3% | +8.8% | +11.6% |
| 6M | +29.2% | +13.1% | +16.1% | +19.7% |
| YTD | +20.8% | +12.5% | +8.3% | +11.5% |
| 1Y | +25.0% | +21.8% | +3.2% | +10.0% |
| 3Y | +75.3% | +48.8% | +26.5% | +33.2% |
| 5Y | +105.8% | +62.1% | +43.8% | +45.1% |
| All | +476.5% | +331.3% | +145.3% | +138.6% |
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