+161.1%
VEA vs WM
+305.7%
-144.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.5% | -2.1% | +0.6% | -0.7% |
| 30D | -0.8% | -5.3% | +4.4% | +1.0% |
| 3M | +2.5% | -2.0% | +4.5% | +2.6% |
| 6M | +11.1% | -8.6% | +19.7% | +13.9% |
| YTD | +17.2% | -1.6% | +18.8% | +16.3% |
| 1Y | +24.5% | -1.2% | +25.7% | +23.0% |
| 3Y | +75.4% | +41.9% | +33.5% | +45.2% |
| 5Y | +61.1% | +49.6% | +11.5% | +28.1% |
| All | +161.1% | +305.7% | -144.6% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling