+359.2%
VT vs WM
+888.9%
-529.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -2.5% | +14.8% | -17.3% | -10.2% |
| 3M | -1.3% | +4.1% | -5.4% | -4.1% |
| 6M | +3.1% | +3.5% | -0.4% | -0.5% |
| YTD | +10.9% | +8.2% | +2.8% | +3.6% |
| 1Y | +12.1% | +21.3% | -9.2% | -2.5% |
| 3Y | +73.9% | +46.1% | +27.8% | +30.6% |
| 5Y | +58.0% | +59.0% | -1.0% | +10.0% |
| 10Y | +225.5% | +342.3% | -116.8% | +7.0% |
| All | +359.2% | +888.9% | -529.7% | -27.3% |
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