+387.8%
VUG vs WM
+339.4%
+48.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | -3.4% | +1.2% | -4.6% | -3.9% |
| 30D | -11.1% | +13.1% | -24.2% | -15.8% |
| 3M | -7.2% | +3.6% | -10.9% | -9.0% |
| 6M | -4.1% | +8.1% | -12.2% | -8.4% |
| YTD | +1.4% | +8.9% | -7.5% | -4.1% |
| 1Y | +1.9% | +20.3% | -18.4% | -8.3% |
| 3Y | +77.7% | +46.2% | +31.6% | +39.9% |
| 5Y | +57.6% | +59.9% | -2.3% | +16.3% |
| All | +387.8% | +339.4% | +48.4% | +122.9% |
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