+55.6%
VFC vs WSM
+44.0%
+11.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.5% | -2.0% | -0.5% |
| 7D | +21.5% | +8.0% | +13.5% | +14.4% |
| 30D | +46.7% | +13.5% | +33.2% | +32.9% |
| 3M | +38.4% | +8.8% | +29.5% | +29.4% |
| 6M | +15.2% | +54.7% | -39.5% | -18.2% |
| YTD | +17.8% | +53.3% | -35.5% | -17.0% |
| 1Y | +55.6% | +41.1% | +14.5% | +21.4% |
| All | +55.6% | +44.0% | +11.6% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling