+225.9%
VIK vs WSM
+64.7%
+161.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -0.8% | +2.6% | -3.4% | -1.8% |
| 30D | -18.0% | -9.3% | -8.8% | -15.0% |
| 3M | -5.8% | +7.1% | -12.9% | -8.6% |
| 6M | +17.2% | +21.7% | -4.6% | +8.3% |
| YTD | +19.1% | +28.7% | -9.6% | +8.2% |
| 1Y | +33.6% | +13.9% | +19.8% | +25.9% |
| All | +225.9% | +64.7% | +161.2% | +177.1% |
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