+1,062.4%
WM vs VEU
+168.5%
+893.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +1.2% | -1.6% | +2.8% | +2.0% |
| 30D | +13.1% | -4.3% | +17.4% | +15.5% |
| 3M | +3.6% | -5.8% | +9.5% | +6.6% |
| 6M | +8.1% | -4.4% | +12.5% | +9.4% |
| YTD | +8.9% | +8.7% | +0.3% | +2.1% |
| 1Y | +20.3% | +12.6% | +7.7% | +10.6% |
| 3Y | +46.2% | +65.2% | -19.1% | +7.2% |
| 5Y | +59.9% | +45.5% | +14.3% | +24.3% |
| 10Y | +345.6% | +142.7% | +202.9% | +153.9% |
| All | +1,062.4% | +168.5% | +893.8% | +467.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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