+725.0%
VTV vs WM
+1,319.0%
-594.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.7% |
| 30D | +1.1% | -2.4% | +3.5% | +2.4% |
| 3M | +5.9% | +0.4% | +5.5% | +5.0% |
| 6M | +11.6% | -9.5% | +21.1% | +16.8% |
| YTD | +19.8% | +0.5% | +19.3% | +17.9% |
| 1Y | +26.2% | -1.1% | +27.3% | +24.9% |
| 3Y | +68.5% | +46.0% | +22.4% | +29.8% |
| 5Y | +79.9% | +51.8% | +28.1% | +33.2% |
| 10Y | +229.7% | +307.5% | -77.8% | +33.4% |
| All | +725.0% | +1,319.0% | -594.0% | +69.5% |
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 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