+13.7%
WSM vs VLTO
-9.1%
+22.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +2.6% | -1.6% | +4.1% | +3.1% |
| 30D | -9.5% | -2.9% | -6.7% | -8.6% |
| 3M | +12.9% | +12.7% | +0.2% | +7.9% |
| 6M | +23.0% | +1.6% | +21.5% | +21.8% |
| YTD | +28.9% | -4.0% | +32.9% | +30.0% |
| 1Y | +13.7% | -10.2% | +23.8% | +16.6% |
| All | +13.7% | -9.1% | +22.8% | +16.6% |
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