+53.9%
WM vs VO
+42.6%
+11.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -2.4% | -0.3% | -2.0% | -2.3% |
| 3M | +0.4% | +2.9% | -2.5% | -0.8% |
| 6M | -9.5% | +9.3% | -18.8% | -12.7% |
| YTD | +0.5% | +14.2% | -13.7% | -4.8% |
| 1Y | -1.1% | +15.3% | -16.3% | -6.7% |
| 3Y | +46.0% | +56.2% | -10.2% | +20.9% |
| All | +53.9% | +42.6% | +11.3% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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