+29,154.7%
WM vs VSH
+1,132.9%
+28,021.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.8% | +15.9% | +3.0% |
| 7D | +4.5% | -25.2% | +29.7% | +8.0% |
| 30D | +16.1% | -41.8% | +57.9% | +23.4% |
| 3M | +8.0% | -33.4% | +41.5% | +12.3% |
| 6M | +8.4% | -31.0% | +39.5% | +9.2% |
| YTD | +11.2% | +53.6% | -42.4% | -0.8% |
| 1Y | +22.3% | +46.3% | -24.0% | +9.6% |
| 3Y | +50.2% | -1.0% | +51.2% | +37.6% |
| 5Y | +63.3% | +18.6% | +44.6% | +43.5% |
| 10Y | +355.0% | +91.7% | +263.4% | +258.5% |
| All | +29,154.7% | +1,132.9% | +28,021.8% | +15,036.7% |
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