-44.6%
VG vs WSM
+22.9%
-67.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +14.0% | 0.0% | +14.0% | +13.9% |
| 30D | -1.0% | +5.1% | -6.1% | -1.8% |
| 3M | -2.7% | +5.1% | -7.8% | -3.5% |
| 6M | +1.5% | +48.6% | -47.1% | -8.9% |
| YTD | +93.7% | +44.2% | +49.5% | +69.0% |
| 1Y | +68.5% | +38.1% | +30.5% | +50.1% |
| All | -44.6% | +22.9% | -67.5% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling