+289.1%
VTI vs WM
+329.9%
-40.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.4% | +1.2% | -1.6% | -1.0% |
| 30D | -3.2% | +13.7% | -16.9% | -8.9% |
| 3M | -2.9% | +5.2% | -8.1% | -5.5% |
| 6M | +2.4% | +11.2% | -8.8% | -3.5% |
| YTD | +11.2% | +9.4% | +1.7% | +4.8% |
| 1Y | +11.6% | +20.4% | -8.8% | +0.1% |
| 3Y | +76.6% | +44.7% | +31.9% | +39.3% |
| 5Y | +65.3% | +58.5% | +6.8% | +21.7% |
| 10Y | +289.1% | +326.4% | -37.3% | +75.5% |
| All | +289.1% | +329.9% | -40.8% | +75.5% |
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