+2,486.9%
VRT vs WSM
+849.9%
+1,637.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | -8.4% | -0.5% | -7.8% | -8.1% |
| 30D | -10.9% | -7.7% | -3.1% | -8.0% |
| 3M | -13.7% | +3.8% | -17.5% | -15.3% |
| 6M | -4.1% | +22.7% | -26.8% | -12.4% |
| YTD | +58.7% | +28.0% | +30.7% | +42.2% |
| 1Y | +89.6% | +12.7% | +76.9% | +77.7% |
| 3Y | +558.1% | +231.3% | +326.9% | +290.1% |
| 5Y | +953.0% | +177.2% | +775.8% | +540.5% |
| All | +2,486.9% | +849.9% | +1,637.0% | +733.6% |
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