+1,636.0%
VSH vs BBWI
+1,034.6%
+601.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.5% |
| 7D | +4.1% | +1.5% | +2.5% | +3.5% |
| 30D | -4.2% | -5.2% | +1.0% | -3.1% |
| 3M | -50.0% | +11.1% | -61.1% | -52.5% |
| 6M | +80.2% | -13.4% | +93.6% | +82.5% |
| YTD | +121.1% | +0.1% | +121.0% | +111.4% |
| 1Y | +112.0% | -36.1% | +148.1% | +132.1% |
| 3Y | +22.5% | -44.1% | +66.6% | +36.7% |
| 5Y | +64.0% | -66.2% | +130.3% | +103.1% |
| 10Y | +170.4% | -54.8% | +225.1% | +141.4% |
| All | +1,636.0% | +1,034.6% | +601.3% | +375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling