+262.4%
VST vs WSM
+245.0%
+17.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +11.2% |
| 7D | -9.8% | +0.5% | -10.3% | -10.5% |
| 30D | -25.1% | +6.0% | -31.1% | -27.5% |
| 3M | -11.6% | +3.2% | -14.8% | -13.5% |
| 6M | -20.9% | +37.1% | -58.0% | -31.5% |
| YTD | -22.3% | +44.2% | -66.5% | -34.4% |
| 1Y | -32.0% | +34.2% | -66.2% | -41.0% |
| 3Y | +262.4% | +249.3% | +13.1% | +156.1% |
| All | +262.4% | +245.0% | +17.3% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling