+76.5%
VUG vs W
-63.2%
+139.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | -0.1% | -4.2% | +4.1% | +0.5% |
| 30D | -0.3% | -7.6% | +7.3% | +0.8% |
| 3M | -0.7% | +37.2% | -37.9% | -7.0% |
| 6M | +14.6% | +26.3% | -11.7% | +8.1% |
| YTD | +9.0% | -1.0% | +10.0% | +6.3% |
| 1Y | +14.9% | +20.1% | -5.2% | +7.2% |
| 3Y | +86.0% | +37.8% | +48.3% | +57.0% |
| All | +76.5% | -63.2% | +139.7% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 5y: compounded portfolio wealth divided by compounded W 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…
5y analysis · Full analysis span regression · 6 months rolling