+223.0%
VT vs WM
+306.5%
-83.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +0.4% | -0.3% | +0.8% | +0.6% |
| 30D | +1.0% | -2.4% | +3.3% | +1.9% |
| 3M | +2.4% | +0.4% | +2.0% | +1.5% |
| 6M | +12.0% | -9.5% | +21.5% | +15.8% |
| YTD | +15.3% | +0.5% | +14.8% | +13.5% |
| 1Y | +22.6% | -1.1% | +23.7% | +21.1% |
| 3Y | +74.7% | +46.0% | +28.6% | +39.1% |
| 5Y | +66.1% | +51.8% | +14.3% | +27.4% |
| All | +223.0% | +306.5% | -83.5% | +56.2% |
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