+227.4%
VTV vs WM
+328.5%
-101.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | -0.5% | -0.5% | -0.1% | -0.3% |
| 30D | +3.1% | +13.3% | -10.2% | -3.3% |
| 3M | +1.8% | +4.4% | -2.5% | -0.6% |
| 6M | +10.9% | +10.8% | +0.1% | +4.3% |
| YTD | +20.9% | +9.1% | +11.8% | +13.9% |
| 1Y | +24.6% | +19.1% | +5.5% | +11.9% |
| 3Y | +78.6% | +45.7% | +32.9% | +39.1% |
| 5Y | +76.4% | +60.4% | +16.0% | +27.1% |
| All | +227.4% | +328.5% | -101.1% | +45.3% |
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