+484.0%
V vs WSM
+1,131.4%
-647.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +9.0% | +5.1% | +3.9% | +8.0% |
| 3M | +16.7% | +5.1% | +11.6% | +15.6% |
| 6M | +33.4% | +48.6% | -15.2% | +23.7% |
| YTD | +22.4% | +44.2% | -21.8% | +13.6% |
| 1Y | +27.7% | +38.1% | -10.4% | +19.4% |
| 3Y | +78.0% | +257.2% | -179.2% | +31.0% |
| 5Y | +108.5% | +165.1% | -56.6% | +57.8% |
| All | +484.0% | +1,131.4% | -647.4% | +182.8% |
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