+599.8%
WMS vs VT
+215.5%
+384.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.0% |
| 7D | -8.2% | -2.3% | -5.9% | -4.4% |
| 30D | -1.4% | -5.0% | +3.6% | +6.6% |
| 3M | -16.1% | -4.9% | -11.3% | -9.4% |
| 6M | -16.2% | -1.5% | -14.6% | -13.6% |
| YTD | -13.8% | +8.5% | -22.3% | -22.1% |
| 1Y | -14.8% | +11.4% | -26.1% | -25.7% |
| 3Y | +12.8% | +70.1% | -57.3% | -44.8% |
| 5Y | +2.8% | +53.7% | -51.0% | -40.6% |
| All | +599.8% | +215.5% | +384.3% | +70.8% |
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