+102.6%
V vs WM
+62.1%
+40.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.7% |
| 7D | +2.9% | +4.5% | -1.6% | +1.2% |
| 30D | +14.0% | +16.1% | -2.0% | +7.6% |
| 3M | +14.9% | +8.0% | +6.8% | +11.3% |
| 6M | +31.7% | +8.4% | +23.3% | +27.3% |
| YTD | +21.2% | +11.2% | +10.0% | +15.5% |
| 1Y | +25.3% | +22.3% | +3.0% | +14.7% |
| 3Y | +77.5% | +50.2% | +27.2% | +47.7% |
| 5Y | +102.6% | +63.3% | +39.3% | +60.1% |
| All | +102.6% | +62.1% | +40.5% | +60.1% |
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