+161.3%
WSM vs VO
+37.2%
+124.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -3.2% |
| 7D | -3.2% | +2.9% | -6.1% | -7.2% |
| 30D | +4.6% | +1.0% | +3.6% | +3.3% |
| 3M | +2.4% | -1.7% | +4.2% | +5.2% |
| 6M | +43.7% | +6.7% | +37.0% | +31.2% |
| YTD | +42.1% | +14.0% | +28.1% | +18.6% |
| 1Y | +32.3% | +13.7% | +18.6% | +10.8% |
| 3Y | +253.0% | +65.8% | +187.2% | +78.0% |
| 5Y | +161.3% | +36.6% | +124.7% | +70.4% |
| All | +161.3% | +37.2% | +124.1% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling