+2,260.0%
VGT vs WSM
+2,192.4%
+67.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | +2.6% | -1.1% | +0.8% |
| 30D | +0.5% | -9.3% | +9.8% | +3.1% |
| 3M | +5.3% | +7.1% | -1.8% | +3.1% |
| 6M | +32.4% | +21.7% | +10.7% | +25.1% |
| YTD | +28.6% | +28.7% | -0.1% | +19.4% |
| 1Y | +37.6% | +13.9% | +23.8% | +31.5% |
| 3Y | +125.5% | +232.2% | -106.7% | +55.9% |
| 5Y | +135.2% | +176.4% | -41.2% | +64.9% |
| 10Y | +812.9% | +1,072.4% | -259.5% | +297.9% |
| All | +2,260.0% | +2,192.4% | +67.6% | +593.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling