+1,324.6%
WM vs VO
+827.2%
+497.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -2.4% | -0.3% | -2.0% | -2.2% |
| 3M | +0.4% | +2.9% | -2.5% | -1.6% |
| 6M | -9.5% | +9.3% | -18.8% | -14.7% |
| YTD | +0.5% | +14.2% | -13.7% | -7.8% |
| 1Y | -1.1% | +15.3% | -16.3% | -9.9% |
| 3Y | +46.0% | +56.2% | -10.2% | +8.6% |
| 5Y | +51.8% | +42.4% | +9.4% | +17.3% |
| 10Y | +307.5% | +194.7% | +112.8% | +92.4% |
| All | +1,324.6% | +827.2% | +497.4% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling