+710.1%
VTV vs WSM
+2,154.3%
-1,444.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -1.3% | -10.7% | +9.4% | +1.2% |
| 3M | +5.6% | +8.5% | -2.8% | +3.4% |
| 6M | +12.4% | +19.6% | -7.2% | +7.3% |
| YTD | +17.6% | +26.6% | -9.0% | +10.6% |
| 1Y | +23.5% | +12.0% | +11.5% | +19.0% |
| 3Y | +67.0% | +226.6% | -159.6% | +18.8% |
| 5Y | +80.5% | +174.1% | -93.6% | +28.2% |
| 10Y | +230.6% | +1,052.9% | -822.3% | +45.2% |
| All | +710.1% | +2,154.3% | -1,444.2% | +131.2% |
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