-3.5%
VG vs WSM
+39.2%
-42.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | -1.4% |
| 7D | -22.0% | +0.5% | -22.6% | -20.8% |
| 30D | -11.6% | +6.0% | -17.6% | -5.7% |
| 3M | -14.9% | +3.2% | -18.1% | -11.2% |
| 6M | -3.5% | +37.1% | -40.6% | +34.5% |
| All | -3.5% | +39.2% | -42.8% | +34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling