+112.0%
VSH vs BBWI
-34.3%
+146.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +4.1% |
| 7D | +4.1% | +1.5% | +2.5% | +3.9% |
| 30D | -4.2% | -5.2% | +1.0% | -3.4% |
| 3M | -50.0% | +11.1% | -61.1% | -50.9% |
| 6M | +80.2% | -13.4% | +93.6% | +84.1% |
| YTD | +121.1% | +0.1% | +121.0% | +116.6% |
| 1Y | +112.0% | -36.1% | +148.1% | +129.2% |
| All | +112.0% | -34.3% | +146.3% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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