+158.3%
VEA vs W
+155.6%
+2.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | -1.0% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -1.1% | -5.6% | +4.5% | -0.5% |
| 3M | +5.1% | +41.9% | -36.8% | +0.5% |
| 6M | +9.8% | +30.2% | -20.4% | +5.5% |
| YTD | +15.9% | -2.9% | +18.9% | +14.3% |
| 1Y | +24.6% | +11.6% | +13.0% | +20.4% |
| 3Y | +75.5% | +37.0% | +38.6% | +58.5% |
| 5Y | +59.4% | -62.8% | +122.2% | +51.6% |
| All | +158.3% | +155.6% | +2.7% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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