+124.8%
VGT vs WSM
+230.1%
-105.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -0.2% | -0.5% | +0.4% | 0.0% |
| 30D | -0.4% | -7.7% | +7.3% | +1.4% |
| 3M | +4.4% | +3.8% | +0.7% | +3.3% |
| 6M | +32.1% | +22.7% | +9.4% | +25.1% |
| YTD | +28.8% | +28.0% | +0.8% | +20.5% |
| 1Y | +35.3% | +12.7% | +22.6% | +30.1% |
| 3Y | +124.8% | +231.3% | -106.5% | +72.6% |
| All | +124.8% | +230.1% | -105.3% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling