+61.3%
WM vs VSAT
+36.9%
+24.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +0.8% | +12.5% | -11.7% | +0.8% |
| 30D | +13.8% | +11.0% | +2.8% | +13.8% |
| 3M | +6.4% | -11.1% | +17.5% | +6.5% |
| 6M | +13.2% | +2.8% | +10.4% | +13.2% |
| YTD | +10.8% | +118.0% | -107.2% | +9.5% |
| 1Y | +20.2% | +97.1% | -76.9% | +18.9% |
| 3Y | +46.5% | +296.8% | -250.4% | +41.3% |
| 5Y | +61.3% | +38.7% | +22.6% | +58.6% |
| All | +61.3% | +36.9% | +24.4% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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