+153.8%
VEA vs W
+210.9%
-57.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | +0.2% | +6.8% | -6.6% | -0.5% |
| 3M | -5.3% | +10.7% | -16.0% | -6.5% |
| 6M | -0.9% | +86.3% | -87.3% | -7.7% |
| YTD | +12.2% | +11.5% | +0.7% | +9.1% |
| 1Y | +16.1% | +5.1% | +11.0% | +13.3% |
| 3Y | +73.0% | +171.0% | -98.0% | +47.7% |
| 5Y | +53.7% | -56.6% | +110.3% | +43.8% |
| 10Y | +159.3% | +213.4% | -54.1% | +82.0% |
| All | +153.8% | +210.9% | -57.0% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling