+644.6%
VRT vs WSM
+239.4%
+405.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +13.6% | +2.6% | +11.0% | +12.5% |
| 30D | +6.8% | -9.5% | +16.3% | +10.9% |
| 3M | -3.2% | +12.9% | -16.1% | -8.4% |
| 6M | +20.3% | +23.0% | -2.7% | +9.7% |
| YTD | +79.6% | +28.9% | +50.7% | +59.9% |
| 1Y | +139.0% | +13.7% | +125.3% | +122.8% |
| 3Y | +644.6% | +232.6% | +412.0% | +361.7% |
| All | +644.6% | +239.4% | +405.2% | +361.7% |
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 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