+65.6%
VSH vs WSM
+171.2%
-105.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.3% |
| 7D | +3.1% | +0.4% | +2.6% | +2.9% |
| 30D | -5.7% | -10.7% | +5.0% | -1.5% |
| 3M | -42.5% | +8.5% | -50.9% | -44.4% |
| 6M | +82.7% | +19.6% | +63.0% | +69.9% |
| YTD | +118.2% | +26.6% | +91.6% | +98.4% |
| 1Y | +109.7% | +12.0% | +97.7% | +99.5% |
| 3Y | +35.3% | +226.6% | -191.4% | -9.6% |
| 5Y | +65.6% | +174.1% | -108.5% | +11.3% |
| All | +65.6% | +171.2% | -105.6% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling