+257.2%
WSM vs VLTO
+70.6%
+186.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.1% |
| 7D | 0.0% | +1.0% | -1.0% | -0.5% |
| 30D | +5.1% | +17.5% | -12.4% | -4.4% |
| 3M | +5.1% | +21.4% | -16.3% | -6.3% |
| 6M | +48.6% | +38.1% | +10.5% | +21.8% |
| YTD | +44.2% | +19.0% | +25.2% | +29.5% |
| 1Y | +38.1% | +20.7% | +17.4% | +22.4% |
| 3Y | +257.2% | +64.3% | +192.9% | +222.2% |
| All | +257.2% | +70.6% | +186.6% | +222.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling