+58.5%
WM vs VSH
+46.3%
+12.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.4% |
| 7D | +1.2% | -1.6% | +2.7% | +1.2% |
| 30D | +13.7% | -21.3% | +35.0% | +13.4% |
| 3M | +5.2% | -18.9% | +24.1% | +5.0% |
| 6M | +11.2% | -21.4% | +32.6% | +9.8% |
| YTD | +9.4% | +86.8% | -77.4% | +4.7% |
| 1Y | +20.4% | +85.8% | -65.4% | +15.1% |
| 3Y | +44.7% | +30.1% | +14.5% | +39.8% |
| 5Y | +58.5% | +42.8% | +15.7% | +47.2% |
| All | +58.5% | +46.3% | +12.1% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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