+2,013.8%
WSM vs VEU
+190.9%
+1,822.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +2.6% | +1.7% | +0.9% | +0.9% |
| 30D | -9.5% | +1.0% | -10.5% | -10.4% |
| 3M | +12.9% | +5.6% | +7.3% | +6.7% |
| 6M | +23.0% | +13.7% | +9.4% | +7.9% |
| YTD | +28.9% | +17.7% | +11.2% | +9.3% |
| 1Y | +13.7% | +25.8% | -12.1% | -9.6% |
| 3Y | +232.6% | +77.1% | +155.5% | +91.9% |
| 5Y | +185.9% | +57.1% | +128.7% | +87.8% |
| 10Y | +998.6% | +149.8% | +848.8% | +380.2% |
| All | +2,013.8% | +190.9% | +1,822.8% | +676.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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