+3,689.3%
WSM vs VT
+345.0%
+3,344.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.2% | +0.3% |
| 7D | -0.5% | -4.2% | +3.7% | +4.5% |
| 30D | +7.1% | -5.8% | +12.9% | +14.5% |
| 3M | +4.5% | -5.2% | +9.7% | +11.0% |
| 6M | +44.4% | +0.1% | +44.2% | +44.1% |
| YTD | +46.8% | +8.2% | +38.5% | +34.6% |
| 1Y | +31.7% | +10.1% | +21.6% | +18.4% |
| 3Y | +250.6% | +69.7% | +180.9% | +100.5% |
| 5Y | +174.1% | +53.4% | +120.7% | +79.8% |
| 10Y | +1,265.2% | +219.2% | +1,046.0% | +333.6% |
| All | +3,689.3% | +345.0% | +3,344.3% | +759.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling