+1,439.9%
WM vs ITOT
+874.9%
+565.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | -1.4% |
| 7D | -0.5% | +0.2% | -0.7% | -0.8% |
| 30D | +13.3% | -3.0% | +16.3% | +15.2% |
| 3M | +4.4% | -2.7% | +7.1% | +5.8% |
| 6M | +10.8% | +2.6% | +8.2% | +8.0% |
| YTD | +9.1% | +11.5% | -2.4% | +0.2% |
| 1Y | +19.1% | +13.5% | +5.6% | +7.9% |
| 3Y | +45.7% | +79.7% | -34.0% | -5.8% |
| 5Y | +60.4% | +64.2% | -3.8% | +8.2% |
| 10Y | +328.7% | +290.2% | +38.5% | +49.1% |
| All | +1,439.9% | +874.9% | +565.1% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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