+363.8%
VT vs WSM
+3,661.8%
-3,298.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.7% | -3.0% | +2.3% | 0.0% |
| 30D | -1.7% | +10.1% | -11.8% | -4.0% |
| 3M | -2.3% | +4.9% | -7.2% | -3.6% |
| 6M | +1.5% | +49.8% | -48.3% | -8.1% |
| YTD | +12.0% | +48.7% | -36.7% | +1.3% |
| 1Y | +12.9% | +38.7% | -25.9% | +3.6% |
| 3Y | +74.9% | +269.5% | -194.6% | +21.3% |
| 5Y | +59.9% | +179.0% | -119.1% | +14.1% |
| 10Y | +224.6% | +1,162.3% | -937.7% | +42.5% |
| All | +363.8% | +3,661.8% | -3,298.0% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling