+382.8%
VNQ vs WSM
+1,838.5%
-1,455.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -2.6% | +0.4% | -3.1% | -2.8% |
| 30D | -2.3% | -10.7% | +8.4% | +1.3% |
| 3M | -2.8% | +8.5% | -11.3% | -5.8% |
| 6M | +2.5% | +19.6% | -17.1% | -4.3% |
| YTD | +8.4% | +26.6% | -18.2% | -1.2% |
| 1Y | +6.8% | +12.0% | -5.2% | +0.9% |
| 3Y | +29.9% | +226.6% | -196.7% | -22.5% |
| 5Y | +7.2% | +174.1% | -166.9% | -36.3% |
| 10Y | +62.5% | +1,052.9% | -990.4% | -55.4% |
| All | +382.8% | +1,838.5% | -1,455.7% | -37.7% |
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