+7,515.3%
EW vs VSH
+13.3%
+7,502.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.4% | -10.9% | +0.4% |
| 7D | +12.3% | +3.5% | +8.8% | +11.2% |
| 30D | +22.9% | -22.4% | +45.3% | +26.8% |
| 3M | +16.7% | -25.2% | +41.9% | +20.4% |
| 6M | +31.0% | -22.5% | +53.5% | +30.9% |
| YTD | +22.8% | +84.2% | -61.4% | +5.0% |
| 1Y | +25.6% | +87.1% | -61.5% | +6.8% |
| 3Y | +62.0% | +31.7% | +30.3% | +41.6% |
| 5Y | -12.8% | +42.6% | -55.3% | -25.4% |
| 10Y | +239.8% | +116.6% | +123.2% | +165.2% |
| All | +7,515.3% | +13.3% | +7,502.0% | +4,697.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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