+1,266.0%
WM vs VSAT
+1,150.1%
+115.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -11.1% | +12.3% | +2.0% |
| 7D | +4.5% | -23.9% | +28.4% | +6.4% |
| 30D | +16.1% | -20.2% | +36.2% | +17.5% |
| 3M | +8.0% | -26.7% | +34.8% | +9.8% |
| 6M | +8.4% | -9.4% | +17.9% | +7.2% |
| YTD | +11.2% | +72.3% | -61.1% | +3.6% |
| 1Y | +22.3% | +56.6% | -34.3% | +14.4% |
| 3Y | +50.2% | +199.9% | -149.7% | +24.5% |
| 5Y | +63.3% | -11.4% | +74.7% | +46.5% |
| 10Y | +355.0% | -13.9% | +368.9% | +293.9% |
| All | +1,266.0% | +1,150.1% | +115.9% | +746.7% |
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