+35.6%
VSH vs BBWI
-44.4%
+80.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | 0.0% |
| 7D | +6.2% | +1.6% | +4.7% | +5.6% |
| 30D | -11.1% | -6.2% | -4.9% | -9.7% |
| 3M | -44.9% | +4.3% | -49.3% | -46.7% |
| 6M | +90.0% | -7.2% | +97.1% | +88.2% |
| YTD | +118.8% | -3.0% | +121.8% | +109.9% |
| 1Y | +109.0% | -30.8% | +139.7% | +130.1% |
| 3Y | +35.6% | -43.4% | +79.0% | +55.7% |
| All | +35.6% | -44.4% | +80.1% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling