+396.2%
VUG vs WM
+329.9%
+66.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -1.2% | +1.2% | -2.3% | -1.7% |
| 30D | -8.9% | +13.7% | -22.5% | -13.9% |
| 3M | -5.9% | +5.2% | -11.1% | -8.3% |
| 6M | -3.3% | +11.2% | -14.5% | -8.7% |
| YTD | +3.4% | +9.4% | -6.0% | -2.4% |
| 1Y | +1.9% | +20.4% | -18.5% | -8.3% |
| 3Y | +76.9% | +44.7% | +32.2% | +40.2% |
| 5Y | +63.9% | +58.5% | +5.4% | +21.7% |
| 10Y | +396.2% | +326.4% | +69.8% | +126.8% |
| All | +396.2% | +329.9% | +66.4% | +126.8% |
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