+1,465.5%
VTR vs WSM
+9,157.6%
-7,692.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -2.9% | +2.6% | -5.5% | -3.5% |
| 30D | -2.8% | -9.3% | +6.5% | -0.7% |
| 3M | +9.0% | +7.1% | +1.9% | +7.0% |
| 6M | +5.0% | +21.7% | -16.8% | -0.3% |
| YTD | +16.9% | +28.7% | -11.8% | +9.2% |
| 1Y | +34.3% | +13.9% | +20.4% | +28.5% |
| 3Y | +131.6% | +232.2% | -100.6% | +62.7% |
| 5Y | +88.0% | +176.4% | -88.4% | +32.1% |
| 10Y | +97.8% | +1,072.4% | -974.6% | -8.1% |
| All | +1,465.5% | +9,157.6% | -7,692.1% | +280.1% |
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