+942.2%
VTI vs WY
+157.3%
+784.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | +0.5% |
| 7D | -2.0% | -3.7% | +1.7% | -0.5% |
| 30D | -1.9% | -11.3% | +9.4% | +2.9% |
| 3M | +4.5% | -8.1% | +12.7% | +7.6% |
| 6M | +12.6% | -7.4% | +20.0% | +15.1% |
| YTD | +12.0% | -4.7% | +16.7% | +12.6% |
| 1Y | +17.3% | -9.2% | +26.5% | +20.0% |
| 3Y | +75.3% | -24.7% | +100.0% | +90.0% |
| 5Y | +74.0% | -21.6% | +95.6% | +82.9% |
| 10Y | +300.0% | +6.7% | +293.4% | +234.8% |
| All | +942.2% | +157.3% | +784.9% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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