+59.7%
WM vs VSAT
-0.1%
+59.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | -2.1% |
| 7D | +1.2% | -17.0% | +18.2% | +1.2% |
| 30D | +13.1% | -9.8% | +22.8% | +13.1% |
| 3M | +3.6% | -22.0% | +25.6% | +3.7% |
| 6M | +8.1% | -5.0% | +13.1% | +7.9% |
| YTD | +8.9% | +85.6% | -76.7% | +7.6% |
| 1Y | +20.3% | +80.2% | -59.9% | +18.9% |
| 3Y | +46.2% | +250.0% | -203.9% | +40.7% |
| All | +59.7% | -0.1% | +59.8% | +58.9% |
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