+832.7%
WM vs VT
+371.8%
+460.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -0.9% | +1.0% | -1.9% | -1.5% |
| 30D | -4.3% | -0.2% | -4.1% | -4.2% |
| 3M | +0.8% | +4.5% | -3.8% | -2.3% |
| 6M | -10.8% | +14.1% | -24.8% | -18.3% |
| YTD | -0.1% | +14.8% | -14.8% | -9.0% |
| 1Y | +1.0% | +21.2% | -20.2% | -11.3% |
| 3Y | +45.1% | +76.6% | -31.5% | -0.5% |
| 5Y | +52.1% | +66.6% | -14.5% | +6.7% |
| 10Y | +302.9% | +222.3% | +80.7% | +82.5% |
| All | +832.7% | +371.8% | +460.9% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling