+70.1%
VT vs WSM
+245.0%
-175.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -5.0% | +6.0% | -10.9% | -5.9% |
| 3M | -4.9% | +3.2% | -8.1% | -5.5% |
| 6M | -1.5% | +37.1% | -38.7% | -6.9% |
| YTD | +8.5% | +44.2% | -35.7% | +1.6% |
| 1Y | +11.4% | +34.2% | -22.8% | +5.4% |
| 3Y | +70.1% | +249.3% | -179.2% | +38.5% |
| All | +70.1% | +245.0% | -175.0% | +38.5% |
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