+7.0%
WM vs VG
-39.3%
+46.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | -2.4% | +16.0% | -18.4% | -2.7% |
| 3M | +0.4% | +9.7% | -9.3% | +0.1% |
| 6M | -9.5% | +29.6% | -39.1% | -10.1% |
| YTD | +0.5% | +112.0% | -111.5% | -0.6% |
| 1Y | -1.1% | +12.8% | -13.9% | -1.9% |
| All | +7.0% | -39.3% | +46.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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