+214.5%
WSM vs VLTO
+27.2%
+187.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.0% |
| 7D | -3.3% | -2.3% | -1.0% | -2.0% |
| 30D | -8.4% | -0.9% | -7.5% | -8.0% |
| 3M | +9.7% | +13.8% | -4.2% | +1.7% |
| 6M | +16.7% | +2.0% | +14.7% | +14.9% |
| YTD | +28.7% | -3.2% | +31.9% | +30.3% |
| 1Y | +13.7% | -9.2% | +22.8% | +19.5% |
| All | +214.5% | +27.2% | +187.3% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling