+76.0%
VUG vs WSM
+182.5%
-106.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.1% | +2.6% | -2.5% | -0.6% |
| 30D | -1.7% | -9.3% | +7.6% | +0.8% |
| 3M | +2.8% | +7.1% | -4.3% | +0.7% |
| 6M | +13.6% | +21.7% | -8.1% | +7.3% |
| YTD | +8.1% | +28.7% | -20.7% | +0.2% |
| 1Y | +13.1% | +13.9% | -0.8% | +7.9% |
| 3Y | +87.0% | +232.2% | -145.2% | +22.1% |
| 5Y | +76.0% | +176.4% | -100.4% | +15.1% |
| All | +76.0% | +182.5% | -106.5% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling