+1,421.9%
VSH vs WSM
+38,390.7%
-36,968.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.2% | -3.4% |
| 7D | +26.2% | -3.2% | +29.4% | +27.5% |
| 30D | -12.5% | +4.6% | -17.1% | -13.8% |
| 3M | -16.9% | +2.4% | -19.3% | -17.7% |
| 6M | -17.0% | +43.7% | -60.6% | -25.2% |
| YTD | +93.8% | +42.1% | +51.7% | +75.0% |
| 1Y | +99.3% | +32.3% | +67.1% | +83.7% |
| 3Y | +35.0% | +253.0% | -218.0% | -6.4% |
| 5Y | +45.8% | +161.3% | -115.5% | +5.5% |
| 10Y | +127.1% | +1,105.9% | -978.7% | +1.2% |
| All | +1,421.9% | +38,390.7% | -36,968.9% | +200.7% |
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