+379.7%
VRT vs WSM
+260.3%
+119.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.1% |
| 7D | +10.5% | 0.0% | +10.5% | +10.5% |
| 30D | -9.3% | +5.1% | -14.4% | -11.5% |
| 3M | -29.6% | +5.1% | -34.7% | -31.4% |
| 6M | -45.4% | +48.6% | -94.0% | -53.8% |
| YTD | +24.8% | +44.2% | -19.4% | +6.2% |
| 1Y | +23.6% | +38.1% | -14.5% | +6.8% |
| 3Y | +379.7% | +257.2% | +122.4% | +253.5% |
| All | +379.7% | +260.3% | +119.4% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling