+19.3%
WMS vs VT
+66.2%
-46.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.4% |
| 30D | -9.1% | +1.0% | -10.1% | -10.3% |
| 3M | +3.6% | +2.4% | +1.2% | +0.1% |
| 6M | -15.5% | +12.0% | -27.5% | -28.0% |
| YTD | -5.9% | +15.3% | -21.2% | -23.4% |
| 1Y | -5.3% | +22.6% | -27.9% | -29.6% |
| 3Y | +5.8% | +74.7% | -68.9% | -53.2% |
| All | +19.3% | +66.2% | -46.9% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling