+219.2%
VT vs WSM
+1,226.6%
-1,007.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -0.1% | +3.1% | -3.2% | -0.8% |
| 30D | -3.1% | +8.5% | -11.6% | -4.7% |
| 3M | -3.5% | +4.6% | -8.1% | -4.5% |
| 6M | +0.5% | +44.5% | -44.1% | -7.2% |
| YTD | +10.8% | +48.4% | -37.7% | +1.5% |
| 1Y | +11.9% | +36.2% | -24.3% | +4.2% |
| 3Y | +73.0% | +268.8% | -195.8% | +25.9% |
| 5Y | +58.6% | +185.2% | -126.6% | +17.5% |
| 10Y | +219.2% | +1,175.8% | -956.7% | +59.7% |
| All | +219.2% | +1,226.6% | -1,007.4% | +59.7% |
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