+263.0%
WSM vs VLTO
+56.1%
+206.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.6% |
| 7D | +0.9% | +2.0% | -1.2% | -0.2% |
| 30D | +8.6% | +21.8% | -13.2% | -2.6% |
| 3M | +4.2% | +20.2% | -16.0% | -5.8% |
| 6M | +44.6% | +36.3% | +8.3% | +21.3% |
| YTD | +48.5% | +18.8% | +29.7% | +34.4% |
| 1Y | +34.7% | +20.4% | +14.3% | +20.5% |
| 3Y | +271.0% | +71.9% | +199.1% | +211.1% |
| All | +263.0% | +56.1% | +206.9% | +210.2% |
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 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