+192.7%
VSH vs WSM
+1,071.8%
-879.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.7% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | -0.7% | -7.7% | +7.0% | +2.2% |
| 3M | -43.1% | +3.8% | -46.8% | -44.0% |
| 6M | +91.8% | +22.7% | +69.1% | +77.8% |
| YTD | +131.6% | +28.0% | +103.6% | +111.3% |
| 1Y | +118.1% | +12.7% | +105.4% | +108.1% |
| 3Y | +40.9% | +231.3% | -190.4% | -8.1% |
| 5Y | +75.8% | +177.2% | -101.4% | +15.9% |
| All | +192.7% | +1,071.8% | -879.0% | +8.6% |
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