+1.5%
VSAT vs WSM
+1,071.8%
-1,070.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -14.8% | -7.7% | -7.1% | -12.2% |
| 3M | +2.2% | +3.8% | -1.6% | +0.4% |
| 6M | +60.2% | +22.7% | +37.5% | +47.8% |
| YTD | +115.6% | +28.0% | +87.6% | +96.5% |
| 1Y | +132.9% | +12.7% | +120.1% | +122.5% |
| 3Y | +216.1% | +231.3% | -15.2% | +103.1% |
| 5Y | +52.9% | +177.2% | -124.3% | -0.4% |
| All | +1.5% | +1,071.8% | -1,070.3% | -66.5% |
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 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