+34.0%
VSH vs WSM
+232.0%
-197.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +3.5% | +2.6% | +0.9% | +2.3% |
| 30D | -4.4% | -9.3% | +4.9% | -0.1% |
| 3M | -45.8% | +7.1% | -52.9% | -47.6% |
| 6M | +90.1% | +21.7% | +68.4% | +73.2% |
| YTD | +120.3% | +28.7% | +91.6% | +95.4% |
| 1Y | +112.2% | +13.9% | +98.4% | +98.3% |
| All | +34.0% | +232.0% | -197.9% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling