-38.0%
VG vs WSM
+9.9%
-47.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | -2.5% | +2.6% | -5.1% | -2.9% |
| 30D | +11.1% | -9.5% | +20.6% | +12.7% |
| 3M | +14.9% | +12.9% | +2.0% | +10.5% |
| 6M | +18.4% | +23.0% | -4.7% | +9.2% |
| YTD | +116.6% | +28.9% | +87.7% | +92.2% |
| 1Y | +9.4% | +13.7% | -4.3% | +4.2% |
| All | -38.0% | +9.9% | -47.9% | -38.1% |
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