+65.5%
VZ vs WSM
+1,313.8%
-1,248.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.6% |
| 7D | +2.2% | +0.9% | +1.4% | +2.2% |
| 30D | +10.6% | +8.6% | +2.0% | +10.0% |
| 3M | -0.6% | +4.2% | -4.9% | -0.9% |
| 6M | +0.7% | +44.6% | -43.9% | -1.6% |
| YTD | +20.6% | +48.5% | -27.9% | +17.3% |
| 1Y | +22.7% | +34.7% | -11.9% | +20.1% |
| 3Y | +57.2% | +271.0% | -213.8% | +40.3% |
| 5Y | +21.4% | +180.9% | -159.6% | +9.1% |
| 10Y | +65.5% | +1,235.4% | -1,169.9% | +26.1% |
| All | +65.5% | +1,313.8% | -1,248.4% | +26.1% |
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 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