+1,250.4%
VUG vs WM
+1,319.0%
-68.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -0.3% | -2.4% | +2.1% | +0.8% |
| 3M | -0.7% | +0.4% | -1.1% | -1.7% |
| 6M | +14.6% | -9.5% | +24.1% | +19.1% |
| YTD | +9.0% | +0.5% | +8.5% | +6.9% |
| 1Y | +14.9% | -1.1% | +16.0% | +13.0% |
| 3Y | +86.0% | +46.0% | +40.0% | +44.1% |
| 5Y | +76.7% | +51.8% | +24.9% | +32.4% |
| 10Y | +411.3% | +307.5% | +103.8% | +114.8% |
| All | +1,250.4% | +1,319.0% | -68.6% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling