+5.1%
VUG vs WSM
+34.6%
-29.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -6.3% | +5.1% | -11.4% | -7.1% |
| 3M | -6.0% | +5.1% | -11.1% | -6.9% |
| 6M | -3.5% | +48.6% | -52.1% | -10.9% |
| YTD | +3.9% | +44.2% | -40.3% | -2.5% |
| 1Y | +5.1% | +38.1% | -33.0% | -1.0% |
| All | +5.1% | +34.6% | -29.5% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling