+42.6%
VSH vs BBWI
-67.1%
+109.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.9% | +11.6% | +12.9% |
| 7D | +3.5% | -6.2% | +9.7% | +5.5% |
| 30D | -22.4% | +25.5% | -47.9% | -27.9% |
| 3M | -25.2% | +8.0% | -33.2% | -27.9% |
| 6M | -22.5% | +12.7% | -35.2% | -27.4% |
| YTD | +84.2% | +11.6% | +72.6% | +69.4% |
| 1Y | +87.1% | -0.9% | +88.0% | +76.6% |
| 3Y | +31.7% | -22.7% | +54.4% | +34.0% |
| 5Y | +42.6% | -67.2% | +109.7% | +79.2% |
| All | +42.6% | -67.1% | +109.7% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling