+213.0%
VT vs WM
+348.7%
-135.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -4.5% |
| 7D | -4.2% | +4.5% | -8.7% | -5.8% |
| 30D | -5.8% | +16.1% | -21.9% | -11.4% |
| 3M | -5.2% | +8.0% | -13.3% | -8.4% |
| 6M | +0.1% | +8.4% | -8.3% | -4.0% |
| YTD | +8.2% | +11.2% | -3.0% | +2.0% |
| 1Y | +10.1% | +22.3% | -12.2% | -0.8% |
| 3Y | +69.7% | +50.2% | +19.4% | +34.6% |
| 5Y | +53.4% | +63.3% | -9.9% | +14.6% |
| All | +213.0% | +348.7% | -135.8% | +52.4% |
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