+590.3%
WMS vs VT
+214.8%
+375.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -4.1% | -10.8% | -9.1% |
| 7D | -10.2% | -4.2% | -6.0% | -3.9% |
| 30D | -5.7% | -5.8% | +0.1% | +3.2% |
| 3M | -17.9% | -5.2% | -12.7% | -10.8% |
| 6M | -13.8% | +0.1% | -13.9% | -13.1% |
| YTD | -15.0% | +8.2% | -23.2% | -22.9% |
| 1Y | -8.5% | +10.1% | -18.6% | -19.1% |
| 3Y | +10.4% | +69.7% | -59.2% | -45.8% |
| 5Y | +1.4% | +53.4% | -52.0% | -41.2% |
| All | +590.3% | +214.8% | +375.5% | +69.0% |
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