+407.5%
VUG vs WM
+331.3%
+76.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | +4.4% | +1.2% | +3.2% | +3.9% |
| 30D | -7.3% | +15.2% | -22.6% | -12.9% |
| 3M | -4.2% | +8.3% | -12.6% | -7.8% |
| 6M | -1.6% | +13.1% | -14.7% | -7.7% |
| YTD | +4.9% | +12.5% | -7.6% | -2.1% |
| 1Y | +3.8% | +21.8% | -18.0% | -6.9% |
| 3Y | +79.4% | +48.8% | +30.6% | +40.5% |
| 5Y | +63.9% | +62.1% | +1.8% | +20.7% |
| All | +407.5% | +331.3% | +76.2% | +128.6% |
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