+96.3%
VTR vs WSM
+1,071.8%
-975.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +1.1% | -7.7% | +8.8% | +2.9% |
| 3M | +7.9% | +3.8% | +4.1% | +6.6% |
| 6M | +6.2% | +22.7% | -16.5% | +0.3% |
| YTD | +17.7% | +28.0% | -10.3% | +9.6% |
| 1Y | +32.9% | +12.7% | +20.2% | +27.2% |
| 3Y | +129.7% | +231.3% | -101.6% | +51.0% |
| 5Y | +89.3% | +177.2% | -87.9% | +24.4% |
| All | +96.3% | +1,071.8% | -975.4% | -30.8% |
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 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