+1,134.4%
WM vs VSAT
+1,485.7%
-351.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.3% | -1.6% |
| 7D | -0.3% | +11.8% | -12.1% | -1.2% |
| 30D | -2.4% | -7.0% | +4.7% | -2.0% |
| 3M | +0.4% | +3.3% | -2.9% | -0.8% |
| 6M | -9.5% | +57.4% | -66.9% | -14.1% |
| YTD | +0.5% | +118.6% | -118.1% | -7.5% |
| 1Y | -1.1% | +150.2% | -151.3% | -10.6% |
| 3Y | +46.0% | +160.7% | -114.7% | +23.4% |
| 5Y | +51.8% | +51.2% | +0.6% | +30.4% |
| 10Y | +307.5% | -0.7% | +308.2% | +251.6% |
| All | +1,134.4% | +1,485.7% | -351.3% | +656.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling