+805.8%
VOO vs WM
+924.2%
-118.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -0.6% | +1.2% | -1.7% | -1.2% |
| 30D | -3.6% | +13.7% | -17.3% | -9.9% |
| 3M | -2.7% | +5.2% | -7.9% | -5.6% |
| 6M | +2.2% | +11.2% | -8.9% | -4.2% |
| YTD | +10.9% | +9.4% | +1.5% | +4.0% |
| 1Y | +11.3% | +20.4% | -9.1% | -0.9% |
| 3Y | +76.9% | +44.7% | +32.2% | +38.3% |
| 5Y | +73.5% | +58.5% | +15.0% | +26.7% |
| 10Y | +307.7% | +326.4% | -18.7% | +64.0% |
| All | +805.8% | +924.2% | -118.4% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling