+561.7%
VTRS vs WSM
+34,191.7%
-33,630.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | +1.4% | -10.7% | +12.1% | +3.1% |
| 3M | +4.6% | +8.5% | -3.8% | +3.2% |
| 6M | +18.1% | +19.6% | -1.6% | +14.6% |
| YTD | +34.7% | +26.6% | +8.1% | +29.4% |
| 1Y | +65.6% | +12.0% | +53.7% | +61.9% |
| 3Y | +83.8% | +226.6% | -142.9% | +49.0% |
| 5Y | +46.5% | +174.1% | -127.7% | +19.2% |
| 10Y | -48.6% | +1,052.9% | -1,101.5% | -67.7% |
| All | +561.7% | +34,191.7% | -33,630.0% | +126.4% |
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