+449.1%
WM vs VTEB
+26.7%
+422.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | -2.4% | -1.3% | -1.0% | -1.6% |
| 3M | +0.4% | -2.1% | +2.6% | +1.7% |
| 6M | -9.5% | -1.7% | -7.8% | -8.6% |
| YTD | +0.5% | -0.6% | +1.1% | +0.8% |
| 1Y | -1.1% | +3.1% | -4.2% | -2.9% |
| 3Y | +46.0% | +9.2% | +36.8% | +38.3% |
| 5Y | +51.8% | +2.2% | +49.7% | +49.6% |
| 10Y | +307.5% | +18.8% | +288.7% | +322.5% |
| All | +449.1% | +26.7% | +422.5% | +505.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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