+960.3%
VTI vs WM
+1,239.9%
-279.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | 0.0% | -2.4% | +2.4% | +1.2% |
| 3M | +2.0% | +0.4% | +1.6% | +1.1% |
| 6M | +13.0% | -9.5% | +22.4% | +17.5% |
| YTD | +13.9% | +0.5% | +13.4% | +12.0% |
| 1Y | +20.0% | -1.1% | +21.1% | +18.4% |
| 3Y | +75.8% | +46.0% | +29.8% | +38.2% |
| 5Y | +73.8% | +51.8% | +22.0% | +32.2% |
| 10Y | +297.5% | +307.5% | -10.0% | +76.0% |
| All | +960.3% | +1,239.9% | -279.6% | +142.1% |
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