+1,043.3%
WSM vs VCLT
+17.1%
+1,026.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | -1.4% | +0.8% | +0.5% |
| 30D | -7.7% | -1.2% | -6.5% | -6.9% |
| 3M | +3.8% | -4.8% | +8.5% | +7.7% |
| 6M | +22.7% | -2.6% | +25.2% | +25.6% |
| YTD | +28.0% | -3.3% | +31.4% | +31.8% |
| 1Y | +12.7% | -4.8% | +17.5% | +17.3% |
| 3Y | +231.3% | +11.5% | +219.8% | +210.2% |
| 5Y | +177.2% | -17.0% | +194.2% | +206.0% |
| All | +1,043.3% | +17.1% | +1,026.3% | +1,178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling