+396.3%
VUG vs WM
+337.2%
+59.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.7% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -8.2% | +13.3% | -21.5% | -13.1% |
| 3M | -5.4% | +4.4% | -9.8% | -7.5% |
| 6M | -2.5% | +10.8% | -13.4% | -7.9% |
| YTD | +4.2% | +9.1% | -4.9% | -1.5% |
| 1Y | +5.0% | +19.1% | -14.1% | -5.1% |
| 3Y | +81.7% | +45.7% | +36.1% | +43.4% |
| 5Y | +62.5% | +60.4% | +2.1% | +19.7% |
| 10Y | +396.3% | +328.7% | +67.6% | +128.3% |
| All | +396.3% | +337.2% | +59.1% | +128.3% |
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