+374.9%
V vs WSM
+1,058.9%
-683.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.2% |
| 7D | -3.0% | +0.4% | -3.5% | -3.1% |
| 30D | +1.2% | -10.7% | +11.9% | +3.2% |
| 3M | +13.9% | +8.5% | +5.4% | +12.0% |
| 6M | +17.2% | +19.6% | -2.4% | +12.9% |
| YTD | +5.3% | +26.6% | -21.3% | +0.2% |
| 1Y | +9.5% | +12.0% | -2.5% | +6.2% |
| 3Y | +51.9% | +226.6% | -174.7% | +13.4% |
| 5Y | +69.6% | +174.1% | -104.6% | +26.8% |
| All | +374.9% | +1,058.9% | -683.9% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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