+1,636.0%
VSH vs WSM
+34,755.7%
-33,119.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.8% |
| 7D | +4.1% | -3.3% | +7.3% | +5.0% |
| 30D | -4.2% | -8.4% | +4.2% | -1.8% |
| 3M | -50.0% | +9.7% | -59.6% | -51.3% |
| 6M | +80.2% | +16.7% | +63.5% | +72.4% |
| YTD | +121.1% | +28.7% | +92.4% | +105.7% |
| 1Y | +112.0% | +13.7% | +98.3% | +104.3% |
| 3Y | +22.5% | +230.1% | -207.6% | -13.5% |
| 5Y | +64.0% | +179.0% | -114.9% | +16.8% |
| 10Y | +170.4% | +1,002.5% | -832.2% | +23.8% |
| All | +1,636.0% | +34,755.7% | -33,119.7% | +253.4% |
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