+54.8%
VEA vs W
-53.1%
+107.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -1.3% | -7.4% | +6.1% | -0.5% |
| 30D | 0.0% | +7.8% | -7.9% | -0.9% |
| 3M | -3.6% | +10.9% | -14.5% | -4.8% |
| 6M | -0.5% | +86.4% | -86.9% | -7.4% |
| YTD | +13.0% | +14.0% | -1.0% | +9.5% |
| 1Y | +16.3% | +3.5% | +12.8% | +13.5% |
| 3Y | +74.4% | +164.8% | -90.3% | +49.0% |
| All | +54.8% | -53.1% | +107.9% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling