+1,250.4%
VUG vs WSM
+2,191.4%
-941.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.0% |
| 7D | -0.1% | -3.3% | +3.2% | +0.7% |
| 30D | -0.3% | -8.4% | +8.1% | +1.8% |
| 3M | -0.7% | +9.7% | -10.3% | -3.2% |
| 6M | +14.6% | +16.7% | -2.1% | +9.8% |
| YTD | +9.0% | +28.7% | -19.7% | +1.7% |
| 1Y | +14.9% | +13.7% | +1.2% | +10.0% |
| 3Y | +86.0% | +230.1% | -144.0% | +31.1% |
| 5Y | +76.7% | +179.0% | -102.3% | +25.7% |
| 10Y | +411.3% | +1,002.5% | -591.2% | +136.4% |
| All | +1,250.4% | +2,191.4% | -941.0% | +327.8% |
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