+297.8%
VTI vs GWW
+570.2%
-272.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | -0.9% | -3.4% | +2.5% | +0.3% |
| 30D | -1.4% | -1.9% | +0.5% | -0.8% |
| 3M | +3.6% | -2.4% | +6.0% | +4.2% |
| 6M | +13.6% | +15.7% | -2.1% | +7.1% |
| YTD | +12.9% | +27.6% | -14.7% | +2.4% |
| 1Y | +17.2% | +27.2% | -10.0% | +6.2% |
| 3Y | +75.7% | +89.7% | -14.0% | +35.9% |
| 5Y | +75.4% | +223.9% | -148.5% | +10.2% |
| All | +297.8% | +570.2% | -272.4% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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