+348.0%
VT vs WSM
+3,611.9%
-3,263.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.2% | -3.1% |
| 7D | -4.2% | -0.5% | -3.7% | -4.1% |
| 30D | -5.8% | +7.1% | -12.9% | -7.4% |
| 3M | -5.2% | +4.5% | -9.7% | -6.4% |
| 6M | +0.1% | +44.4% | -44.2% | -8.6% |
| YTD | +8.2% | +46.8% | -38.5% | -1.9% |
| 1Y | +10.1% | +31.7% | -21.6% | +2.2% |
| 3Y | +69.7% | +250.6% | -180.9% | +19.1% |
| 5Y | +53.4% | +174.1% | -120.7% | +9.8% |
| 10Y | +219.2% | +1,265.2% | -1,046.0% | +37.1% |
| All | +348.0% | +3,611.9% | -3,263.8% | +33.8% |
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