+64.1%
WM vs VLTO
+54.1%
+9.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +4.5% | +12.0% | -7.5% | +1.3% |
| 30D | +16.1% | +20.8% | -4.8% | +10.3% |
| 3M | +8.0% | +20.1% | -12.1% | +2.8% |
| 6M | +8.4% | +32.6% | -24.2% | +0.7% |
| YTD | +11.2% | +17.3% | -6.1% | +5.8% |
| 1Y | +22.3% | +17.3% | +5.0% | +16.3% |
| 3Y | +50.2% | +66.9% | -16.7% | +42.0% |
| All | +64.1% | +54.1% | +9.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling