+1,404.9%
VSAT vs WSM
+9,257.7%
-7,852.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.3% |
| 7D | +5.9% | 0.0% | +5.9% | +6.0% |
| 30D | +9.7% | +5.1% | +4.6% | +7.8% |
| 3M | -18.3% | +5.1% | -23.4% | -19.8% |
| 6M | -4.1% | +48.6% | -52.6% | -14.6% |
| YTD | +96.5% | +44.2% | +52.3% | +76.7% |
| 1Y | +89.3% | +38.1% | +51.2% | +72.1% |
| 3Y | +270.1% | +257.2% | +12.8% | +157.0% |
| 5Y | +26.4% | +165.1% | -138.7% | -8.6% |
| 10Y | -16.5% | +1,123.6% | -1,140.1% | -62.3% |
| All | +1,404.9% | +9,257.7% | -7,852.8% | +265.1% |
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