+303.5%
WM vs VNQ
+62.8%
+240.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -3.1% | -2.6% | -0.5% | -1.8% |
| 30D | -5.3% | -2.3% | -3.0% | -4.2% |
| 3M | -4.2% | -2.8% | -1.4% | -2.8% |
| 6M | -8.1% | +2.5% | -10.6% | -9.4% |
| YTD | -1.4% | +8.4% | -9.9% | -5.7% |
| 1Y | +0.2% | +6.8% | -6.5% | -3.4% |
| 3Y | +43.1% | +29.9% | +13.2% | +22.5% |
| 5Y | +49.8% | +7.2% | +42.6% | +41.0% |
| All | +303.5% | +62.8% | +240.6% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling