+1,187.3%
VUG vs WSM
+2,467.4%
-1,280.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -6.3% | +5.1% | -11.4% | -7.5% |
| 3M | -6.0% | +5.1% | -11.1% | -7.4% |
| 6M | -3.5% | +48.6% | -52.1% | -12.9% |
| YTD | +3.9% | +44.2% | -40.3% | -5.9% |
| 1Y | +5.1% | +38.1% | -33.0% | -4.0% |
| 3Y | +77.9% | +257.2% | -179.4% | +23.0% |
| 5Y | +62.4% | +165.1% | -102.7% | +16.9% |
| 10Y | +399.4% | +1,123.6% | -724.2% | +124.9% |
| All | +1,187.3% | +2,467.4% | -1,280.2% | +295.8% |
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