+908.7%
VZ vs WSM
+38,956.5%
-38,047.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.8% |
| 7D | +2.1% | +0.5% | +1.6% | +2.1% |
| 30D | +1.4% | +6.0% | -4.6% | +0.8% |
| 3M | -1.3% | +3.2% | -4.5% | -1.6% |
| 6M | -0.5% | +37.1% | -37.6% | -3.5% |
| YTD | +19.6% | +44.2% | -24.5% | +15.2% |
| 1Y | +22.4% | +34.2% | -11.8% | +18.6% |
| 3Y | +55.9% | +249.3% | -193.4% | +35.3% |
| 5Y | +20.4% | +169.3% | -148.9% | +5.1% |
| 10Y | +66.9% | +1,241.2% | -1,174.3% | +19.5% |
| All | +908.7% | +38,956.5% | -38,047.7% | +411.6% |
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