+301.1%
VST vs WSM
+255.1%
+46.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.4% |
| 7D | +19.2% | -3.2% | +22.3% | +20.5% |
| 30D | -17.2% | +4.6% | -21.8% | -19.4% |
| 3M | -8.1% | +2.4% | -10.6% | -9.9% |
| 6M | -8.1% | +43.7% | -51.8% | -22.0% |
| YTD | -16.3% | +42.1% | -58.4% | -28.9% |
| 1Y | -24.1% | +32.3% | -56.4% | -33.8% |
| All | +301.1% | +255.1% | +46.1% | +191.2% |
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