+36.4%
ITW vs VSH
+64.5%
-28.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -2.4% | +3.1% | -5.5% | -3.0% |
| 30D | -9.5% | -5.7% | -3.8% | -8.7% |
| 3M | +6.6% | -42.5% | +49.1% | +17.1% |
| 6M | -1.8% | +82.7% | -84.4% | -21.7% |
| YTD | +9.0% | +118.2% | -109.2% | -17.8% |
| 1Y | +3.6% | +109.7% | -106.1% | -21.8% |
| 3Y | +19.4% | +35.3% | -15.9% | -0.1% |
| 5Y | +36.4% | +65.6% | -29.2% | +0.7% |
| All | +36.4% | +64.5% | -28.1% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling