+2,723.0%
VRT vs WSM
+854.9%
+1,868.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.5% |
| 7D | +9.1% | -3.3% | +12.4% | +10.5% |
| 30D | +0.9% | -8.4% | +9.3% | +4.3% |
| 3M | -13.4% | +9.7% | -23.0% | -16.9% |
| 6M | +11.7% | +16.7% | -5.0% | +4.1% |
| YTD | +73.2% | +28.7% | +44.6% | +54.8% |
| 1Y | +123.4% | +13.7% | +109.8% | +108.6% |
| 3Y | +606.2% | +230.1% | +376.1% | +319.0% |
| 5Y | +899.9% | +179.0% | +720.9% | +505.8% |
| All | +2,723.0% | +854.9% | +1,868.2% | +807.4% |
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