+345.7%
WM vs VT
+214.8%
+130.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.2% | +3.3% |
| 7D | +4.5% | -4.2% | +8.7% | +6.7% |
| 30D | +16.1% | -5.8% | +21.9% | +19.5% |
| 3M | +8.0% | -5.2% | +13.3% | +10.8% |
| 6M | +8.4% | +0.1% | +8.3% | +7.3% |
| YTD | +11.2% | +8.2% | +3.0% | +4.9% |
| 1Y | +22.3% | +10.1% | +12.2% | +14.1% |
| 3Y | +50.2% | +69.7% | -19.4% | +5.9% |
| 5Y | +63.3% | +53.4% | +9.9% | +21.8% |
| All | +345.7% | +214.8% | +130.9% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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