+3,313.2%
V vs WSM
+3,243.9%
+69.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +3.1% | -2.5% | -0.1% |
| 30D | +9.7% | +8.5% | +1.2% | +7.7% |
| 3M | +17.3% | +4.6% | +12.7% | +16.0% |
| 6M | +33.2% | +44.5% | -11.3% | +22.1% |
| YTD | +21.3% | +48.4% | -27.1% | +10.0% |
| 1Y | +27.3% | +36.2% | -8.9% | +17.5% |
| 3Y | +76.1% | +268.8% | -192.7% | +21.6% |
| 5Y | +103.5% | +185.2% | -81.8% | +43.5% |
| 10Y | +454.5% | +1,175.8% | -721.4% | +136.7% |
| All | +3,313.2% | +3,243.9% | +69.3% | +966.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling