+9,052.6%
ITW vs VSH
+1,656.4%
+7,396.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.4% | +6.2% | -6.7% | -1.8% |
| 30D | -9.4% | -11.1% | +1.7% | -7.3% |
| 3M | +7.1% | -44.9% | +52.0% | +19.0% |
| 6M | -1.9% | +90.0% | -91.8% | -19.2% |
| YTD | +10.4% | +118.8% | -108.3% | -12.4% |
| 1Y | +3.3% | +109.0% | -105.7% | -17.8% |
| 3Y | +21.0% | +35.6% | -14.6% | +2.6% |
| 5Y | +36.3% | +66.7% | -30.4% | +9.1% |
| 10Y | +185.8% | +167.9% | +17.8% | +100.6% |
| All | +9,052.6% | +1,656.4% | +7,396.2% | +3,711.5% |
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