+324.1%
VSH vs ACWI
+330.0%
-5.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.8% | +5.8% |
| 7D | -12.9% | -2.4% | -10.6% | -9.5% |
| 30D | -36.9% | -5.2% | -31.7% | -31.0% |
| 3M | -28.8% | -4.8% | -23.9% | -22.3% |
| 6M | -30.3% | -1.3% | -29.0% | -26.0% |
| YTD | +62.4% | +8.4% | +54.0% | +52.3% |
| 1Y | +62.5% | +11.0% | +51.5% | +48.0% |
| 3Y | +7.4% | +70.6% | -63.2% | -43.0% |
| 5Y | +25.4% | +55.3% | -29.9% | -24.1% |
| 10Y | +102.6% | +223.2% | -120.5% | -51.2% |
| All | +324.1% | +330.0% | -5.9% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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