+3.2%
ITW vs VSH
+119.5%
-116.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.0% | +0.8% |
| 7D | -0.7% | +4.8% | -5.5% | -0.9% |
| 30D | -8.3% | -0.7% | -7.6% | -8.3% |
| 3M | +6.0% | -43.1% | +49.1% | +10.7% |
| 6M | 0.0% | +91.8% | -91.8% | -12.8% |
| YTD | +10.2% | +131.6% | -121.4% | -6.7% |
| 1Y | +3.2% | +118.1% | -114.9% | -12.8% |
| All | +3.2% | +119.5% | -116.3% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling