+1,240.4%
WSM vs VT
+215.5%
+1,024.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.1% |
| 7D | +0.5% | -2.3% | +2.8% | +3.8% |
| 30D | +6.0% | -5.0% | +10.9% | +13.3% |
| 3M | +3.2% | -4.9% | +8.1% | +10.2% |
| 6M | +37.1% | -1.5% | +38.7% | +39.6% |
| YTD | +44.2% | +8.5% | +35.7% | +29.2% |
| 1Y | +34.2% | +11.4% | +22.8% | +15.9% |
| 3Y | +249.3% | +70.1% | +179.2% | +77.2% |
| 5Y | +169.3% | +53.7% | +115.6% | +58.6% |
| All | +1,240.4% | +215.5% | +1,024.8% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling