+3,173.1%
VMC vs WSM
+34,818.5%
-31,645.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -0.5% | +2.6% | -3.1% | -1.0% |
| 30D | -9.1% | -9.5% | +0.4% | -7.3% |
| 3M | -4.1% | +12.9% | -17.0% | -6.3% |
| 6M | -5.5% | +23.0% | -28.6% | -9.3% |
| YTD | -8.9% | +28.9% | -37.8% | -13.4% |
| 1Y | -12.9% | +13.7% | -26.6% | -15.4% |
| 3Y | +22.1% | +232.6% | -210.5% | -7.1% |
| 5Y | +52.7% | +185.9% | -133.1% | +16.5% |
| 10Y | +152.7% | +998.6% | -845.9% | +40.8% |
| All | +3,173.1% | +34,818.5% | -31,645.5% | +1,165.4% |
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