+409.6%
VUG vs WSM
+1,058.9%
-649.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -1.6% | -10.7% | +9.2% | +1.1% |
| 3M | +4.4% | +8.5% | -4.1% | +2.1% |
| 6M | +13.2% | +19.6% | -6.4% | +7.9% |
| YTD | +7.5% | +26.6% | -19.1% | +0.8% |
| 1Y | +12.5% | +12.0% | +0.5% | +8.2% |
| 3Y | +86.0% | +226.6% | -140.7% | +31.6% |
| 5Y | +76.5% | +174.1% | -97.6% | +25.7% |
| All | +409.6% | +1,058.9% | -649.3% | +147.4% |
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 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