+457.1%
VUG vs W
+210.4%
+246.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.1% |
| 7D | -3.4% | -3.6% | +0.2% | -3.0% |
| 30D | -11.1% | +7.0% | -18.0% | -12.1% |
| 3M | -7.2% | +7.4% | -14.6% | -8.5% |
| 6M | -4.1% | +69.3% | -73.4% | -12.6% |
| YTD | +1.4% | +11.3% | -9.9% | -2.7% |
| 1Y | +1.9% | +13.2% | -11.3% | -2.8% |
| 3Y | +77.7% | +142.0% | -64.3% | +42.6% |
| 5Y | +57.6% | -54.6% | +112.2% | +41.6% |
| 10Y | +398.6% | +243.7% | +154.9% | +227.3% |
| All | +457.1% | +210.4% | +246.7% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling