+13.7%
WSM vs VLTO
-8.3%
+21.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.7% |
| 7D | -3.3% | -2.3% | -1.0% | -2.5% |
| 30D | -8.4% | -0.9% | -7.5% | -8.1% |
| 3M | +9.7% | +13.8% | -4.2% | +4.5% |
| 6M | +16.7% | +2.0% | +14.7% | +15.4% |
| YTD | +28.7% | -3.2% | +31.9% | +29.4% |
| 1Y | +13.7% | -9.2% | +22.8% | +16.2% |
| All | +13.7% | -8.3% | +21.9% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling