+294.6%
VTI vs WM
+305.2%
-10.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +0.6% | -0.9% | +1.6% | +1.1% |
| 30D | -1.1% | -4.3% | +3.3% | +0.9% |
| 3M | +3.9% | +0.8% | +3.1% | +2.9% |
| 6M | +14.6% | -10.8% | +25.4% | +19.8% |
| YTD | +13.3% | -0.1% | +13.4% | +11.7% |
| 1Y | +19.2% | +1.0% | +18.2% | +16.4% |
| 3Y | +77.4% | +45.1% | +32.3% | +38.3% |
| 5Y | +74.0% | +52.1% | +21.9% | +29.8% |
| 10Y | +294.6% | +302.9% | -8.3% | +77.0% |
| All | +294.6% | +305.2% | -10.6% | +77.0% |
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