+26,336.4%
WM vs VSH
+1,674.8%
+24,661.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.7% | -1.8% |
| 7D | -0.3% | +4.1% | -4.4% | -0.9% |
| 30D | -2.4% | -4.2% | +1.8% | -2.1% |
| 3M | +0.4% | -50.0% | +50.4% | +8.1% |
| 6M | -9.5% | +80.2% | -89.7% | -19.5% |
| YTD | +0.5% | +121.1% | -120.6% | -13.5% |
| 1Y | -1.1% | +112.0% | -113.1% | -14.9% |
| 3Y | +46.0% | +22.5% | +23.5% | +31.9% |
| 5Y | +51.8% | +64.0% | -12.2% | +29.4% |
| 10Y | +307.5% | +170.4% | +137.1% | +210.6% |
| All | +26,336.4% | +1,674.8% | +24,661.5% | +13,097.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling