+170.2%
VEA vs WSM
+2,084.9%
-1,914.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +2.6% | -2.3% | -0.3% |
| 30D | +0.4% | -9.3% | +9.7% | +2.6% |
| 3M | +4.8% | +7.1% | -2.3% | +3.0% |
| 6M | +11.3% | +21.7% | -10.5% | +6.0% |
| YTD | +17.4% | +28.7% | -11.4% | +10.2% |
| 1Y | +26.2% | +13.9% | +12.3% | +21.4% |
| 3Y | +77.7% | +232.2% | -154.4% | +27.1% |
| 5Y | +60.9% | +176.4% | -115.5% | +15.3% |
| 10Y | +163.6% | +1,072.4% | -908.8% | +18.0% |
| All | +170.2% | +2,084.9% | -1,914.7% | -15.3% |
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