+1,121.2%
VST vs WSM
+1,178.6%
-57.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -6.0% | +3.1% | -9.1% | -7.0% |
| 30D | -18.8% | +8.5% | -27.3% | -20.8% |
| 3M | -8.0% | +4.6% | -12.6% | -9.6% |
| 6M | -10.9% | +44.5% | -55.5% | -19.5% |
| YTD | -18.3% | +48.4% | -66.8% | -26.8% |
| 1Y | -29.9% | +36.2% | -66.1% | -36.0% |
| 3Y | +290.3% | +268.8% | +21.5% | +186.7% |
| 5Y | +635.3% | +185.2% | +450.1% | +449.8% |
| All | +1,121.2% | +1,178.6% | -57.4% | +478.0% |
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