+1,346.3%
VSH vs BBWI
+1,165.5%
+180.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.9% | +11.6% | +12.8% |
| 7D | +3.5% | -6.2% | +9.7% | +5.8% |
| 30D | -22.4% | +25.5% | -47.9% | -28.7% |
| 3M | -25.2% | +8.0% | -33.2% | -28.5% |
| 6M | -22.5% | +12.7% | -35.2% | -28.1% |
| YTD | +84.2% | +11.6% | +72.6% | +67.7% |
| 1Y | +87.1% | -0.9% | +88.0% | +74.4% |
| 3Y | +31.7% | -22.7% | +54.4% | +30.5% |
| 5Y | +42.6% | -67.2% | +109.7% | +76.6% |
| 10Y | +116.6% | -43.7% | +160.3% | +76.8% |
| All | +1,346.3% | +1,165.5% | +180.8% | +277.1% |
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