+1,437.7%
WM vs ITOT
+851.4%
+586.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +1.2% | -2.7% | +3.9% | +2.8% |
| 30D | +13.1% | -5.2% | +18.2% | +16.7% |
| 3M | +3.6% | -4.4% | +8.0% | +6.2% |
| 6M | +8.1% | +0.4% | +7.7% | +6.8% |
| YTD | +8.9% | +8.8% | +0.1% | +1.6% |
| 1Y | +20.3% | +11.0% | +9.3% | +10.6% |
| 3Y | +46.2% | +74.4% | -28.3% | -3.6% |
| 5Y | +59.9% | +60.0% | -0.1% | +9.7% |
| 10Y | +345.6% | +296.0% | +49.5% | +53.0% |
| All | +1,437.7% | +851.4% | +586.2% | +158.1% |
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