+28,547.2%
WM vs VSH
+1,203.4%
+27,343.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.8% |
| 7D | +1.2% | -12.9% | +14.1% | +2.7% |
| 30D | +13.1% | -36.9% | +49.9% | +18.9% |
| 3M | +3.6% | -28.8% | +32.4% | +6.8% |
| 6M | +8.1% | -30.3% | +38.4% | +8.8% |
| YTD | +8.9% | +62.4% | -53.5% | -3.6% |
| 1Y | +20.3% | +62.5% | -42.2% | +6.3% |
| 3Y | +46.2% | +7.4% | +38.8% | +32.4% |
| 5Y | +59.9% | +25.4% | +34.5% | +39.4% |
| 10Y | +345.6% | +102.6% | +242.9% | +248.5% |
| All | +28,547.2% | +1,203.4% | +27,343.8% | +14,613.5% |
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