+539.0%
WMS vs VT
+224.5%
+314.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.3% |
| 30D | -9.1% | +1.0% | -10.1% | -10.3% |
| 3M | +3.6% | +2.4% | +1.2% | +0.4% |
| 6M | -15.5% | +12.0% | -27.5% | -27.3% |
| YTD | -5.9% | +15.3% | -21.2% | -22.4% |
| 1Y | -5.3% | +22.6% | -27.9% | -28.3% |
| 3Y | +5.8% | +74.7% | -68.9% | -50.3% |
| 5Y | +19.4% | +66.1% | -46.8% | -38.4% |
| All | +539.0% | +224.5% | +314.6% | +48.1% |
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