+297.8%
VTI vs WSM
+1,071.8%
-774.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -1.4% | -7.7% | +6.3% | +0.3% |
| 3M | +3.6% | +3.8% | -0.2% | +2.5% |
| 6M | +13.6% | +22.7% | -9.1% | +8.1% |
| YTD | +12.9% | +28.0% | -15.1% | +6.2% |
| 1Y | +17.2% | +12.7% | +4.5% | +13.0% |
| 3Y | +75.7% | +231.3% | -155.6% | +27.2% |
| 5Y | +75.4% | +177.2% | -101.7% | +27.6% |
| All | +297.8% | +1,071.8% | -774.0% | +93.5% |
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 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