+46.8%
VMC vs WSM
+171.2%
-124.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.7% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | -12.8% | -10.7% | -2.0% | -10.3% |
| 3M | -7.9% | +8.5% | -16.4% | -9.6% |
| 6M | -7.5% | +19.6% | -27.1% | -11.4% |
| YTD | -11.6% | +26.6% | -38.2% | -16.5% |
| 1Y | -14.3% | +12.0% | -26.2% | -16.9% |
| 3Y | +18.5% | +226.6% | -208.2% | -16.7% |
| 5Y | +46.8% | +174.1% | -127.4% | +1.5% |
| All | +46.8% | +171.2% | -124.4% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling