+514.8%
WM vs VTEB
+27.2%
+487.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.6% |
| 30D | +15.2% | +2.7% | +12.5% | +13.5% |
| 3M | +8.3% | -1.2% | +9.5% | +9.1% |
| 6M | +13.1% | -1.0% | +14.1% | +13.7% |
| YTD | +12.5% | -0.2% | +12.7% | +12.6% |
| 1Y | +21.8% | +0.1% | +21.7% | +21.7% |
| 3Y | +48.8% | +10.8% | +38.0% | +39.7% |
| 5Y | +62.1% | +2.9% | +59.2% | +59.1% |
| 10Y | +331.5% | +22.7% | +308.8% | +351.8% |
| All | +514.8% | +27.2% | +487.7% | +576.5% |
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