+1,205.2%
VST vs WSM
+1,313.8%
-108.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +6.6% |
| 7D | -0.5% | +0.9% | -1.4% | -1.0% |
| 30D | -17.1% | +8.6% | -25.6% | -19.2% |
| 3M | -4.6% | +4.2% | -8.8% | -6.1% |
| 6M | -9.1% | +44.6% | -53.7% | -17.9% |
| YTD | -16.6% | +48.5% | -65.1% | -25.3% |
| 1Y | -29.5% | +34.7% | -64.1% | -35.4% |
| 3Y | +297.5% | +271.0% | +26.5% | +191.6% |
| 5Y | +654.5% | +180.9% | +473.6% | +465.8% |
| 10Y | +1,205.2% | +1,235.4% | -30.1% | +510.8% |
| All | +1,205.2% | +1,313.8% | -108.6% | +510.8% |
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 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