+1,934.0%
VRT vs WSM
+969.9%
+964.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.2% |
| 7D | +10.5% | 0.0% | +10.5% | +10.5% |
| 30D | -9.3% | +5.1% | -14.4% | -11.6% |
| 3M | -29.6% | +5.1% | -34.7% | -31.5% |
| 6M | -45.4% | +48.6% | -94.0% | -54.0% |
| YTD | +24.8% | +44.2% | -19.4% | +6.0% |
| 1Y | +23.6% | +38.1% | -14.5% | +6.5% |
| 3Y | +379.7% | +257.2% | +122.4% | +174.1% |
| 5Y | +660.3% | +165.1% | +495.2% | +362.6% |
| All | +1,934.0% | +969.9% | +964.1% | +521.1% |
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