+84.5%
VTR vs WSM
+175.3%
-90.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +1.1% | -7.7% | +8.8% | +1.9% |
| 3M | +7.9% | +3.8% | +4.1% | +7.3% |
| 6M | +6.2% | +22.7% | -16.5% | +3.4% |
| YTD | +17.7% | +28.0% | -10.3% | +13.9% |
| 1Y | +32.9% | +12.7% | +20.2% | +30.3% |
| 3Y | +129.7% | +231.3% | -101.6% | +83.5% |
| All | +84.5% | +175.3% | -90.8% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling