+72.2%
V vs WM
+52.1%
+20.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +2.0% | -2.4% | +4.3% | +2.9% |
| 3M | +17.4% | +0.4% | +16.9% | +17.0% |
| 6M | +17.5% | -9.5% | +27.0% | +21.8% |
| YTD | +7.6% | +0.5% | +7.1% | +6.7% |
| 1Y | +7.7% | -1.1% | +8.8% | +7.4% |
| 3Y | +54.7% | +46.0% | +8.6% | +28.9% |
| All | +72.2% | +52.1% | +20.0% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling