+1,235.4%
WSM vs VT
+223.7%
+1,011.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | -0.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.4% |
| 30D | +8.6% | -2.6% | +11.2% | +12.4% |
| 3M | +4.2% | -3.2% | +7.5% | +8.8% |
| 6M | +44.6% | +0.9% | +43.7% | +42.5% |
| YTD | +48.5% | +11.3% | +37.2% | +28.6% |
| 1Y | +34.7% | +14.0% | +20.7% | +12.8% |
| 3Y | +271.0% | +75.8% | +195.2% | +80.2% |
| 5Y | +180.9% | +57.8% | +123.1% | +59.8% |
| 10Y | +1,235.4% | +219.8% | +1,015.6% | +245.9% |
| All | +1,235.4% | +223.7% | +1,011.7% | +245.9% |
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