+354.4%
VTI vs W
+209.7%
+144.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | -0.1% |
| 7D | +3.4% | -1.7% | +5.0% | +3.6% |
| 30D | -2.3% | +3.2% | -5.5% | -2.8% |
| 3M | -2.2% | +8.3% | -10.5% | -3.4% |
| 6M | +3.3% | +84.3% | -81.0% | -5.3% |
| YTD | +12.1% | +11.0% | +1.1% | +8.2% |
| 1Y | +12.2% | -0.2% | +12.4% | +9.5% |
| 3Y | +78.0% | +157.9% | -79.9% | +46.9% |
| 5Y | +65.2% | -56.8% | +122.0% | +51.8% |
| 10Y | +292.2% | +212.2% | +80.0% | +167.0% |
| All | +354.4% | +209.7% | +144.8% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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