+404.6%
VIAV vs WSM
+1,071.8%
-667.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.3% |
| 7D | +11.2% | -0.5% | +11.7% | +11.3% |
| 30D | -10.1% | -7.7% | -2.4% | -8.3% |
| 3M | -22.9% | +3.8% | -26.6% | -23.9% |
| 6M | +28.8% | +22.7% | +6.1% | +21.5% |
| YTD | +117.5% | +28.0% | +89.4% | +102.7% |
| 1Y | +216.1% | +12.7% | +203.3% | +203.7% |
| 3Y | +292.2% | +231.3% | +60.9% | +171.3% |
| 5Y | +141.0% | +177.2% | -36.2% | +67.5% |
| All | +404.6% | +1,071.8% | -667.2% | +112.6% |
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 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