+94.9%
VICI vs WSM
+951.3%
-856.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -4.8% | -7.7% | +3.0% | -3.1% |
| 3M | -10.1% | +3.8% | -13.9% | -11.0% |
| 6M | -9.7% | +22.7% | -32.4% | -14.3% |
| YTD | -8.8% | +28.0% | -36.8% | -14.6% |
| 1Y | -20.2% | +12.7% | -33.0% | -23.4% |
| 3Y | -5.8% | +231.3% | -237.1% | -35.7% |
| 5Y | +9.5% | +177.2% | -167.7% | -25.1% |
| All | +94.9% | +951.3% | -856.4% | -23.8% |
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