+2,936.0%
WSM vs VCLT
+103.3%
+2,832.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | -9.5% | -0.6% | -8.9% | -9.3% |
| 3M | +12.9% | -2.2% | +15.1% | +14.0% |
| 6M | +23.0% | -2.9% | +25.9% | +24.7% |
| YTD | +28.9% | -2.1% | +31.0% | +30.3% |
| 1Y | +13.7% | -2.6% | +16.3% | +15.1% |
| 3Y | +232.6% | +12.5% | +220.1% | +222.2% |
| 5Y | +185.9% | -15.3% | +201.1% | +187.4% |
| 10Y | +998.6% | +16.6% | +982.0% | +1,078.4% |
| All | +2,936.0% | +103.3% | +2,832.7% | +5,011.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling