+192.7%
VSH vs GWW
+570.2%
-377.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.5% | +5.8% |
| 7D | +4.8% | -3.4% | +8.1% | +6.6% |
| 30D | -0.7% | -1.9% | +1.2% | +0.1% |
| 3M | -43.1% | -2.4% | -40.7% | -42.6% |
| 6M | +91.8% | +15.7% | +76.1% | +76.6% |
| YTD | +131.6% | +27.6% | +104.0% | +102.1% |
| 1Y | +118.1% | +27.2% | +90.9% | +90.7% |
| 3Y | +40.9% | +89.7% | -48.8% | +0.8% |
| 5Y | +75.8% | +223.9% | -148.2% | -4.8% |
| All | +192.7% | +570.2% | -377.4% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling