+907.9%
WMS vs VT
+226.5%
+681.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +3.6% |
| 7D | +10.7% | -0.3% | +11.0% | +11.2% |
| 30D | +11.3% | -1.4% | +12.7% | +13.5% |
| 3M | -3.7% | -1.4% | -2.3% | -1.7% |
| 6M | +2.7% | +5.5% | -2.8% | -4.3% |
| YTD | -0.1% | +12.8% | -13.0% | -14.7% |
| 1Y | +6.7% | +15.4% | -8.8% | -11.7% |
| 3Y | +29.8% | +76.9% | -47.1% | -38.7% |
| 5Y | +22.2% | +60.4% | -38.2% | -32.4% |
| 10Y | +732.1% | +232.8% | +499.3% | +94.4% |
| All | +907.9% | +226.5% | +681.4% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling