+34.0%
VSH vs GWW
+89.5%
-55.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | +3.5% | -0.5% | +4.0% | +3.8% |
| 30D | -4.4% | -1.4% | -2.9% | -3.7% |
| 3M | -45.8% | -3.6% | -42.2% | -44.9% |
| 6M | +90.1% | +15.1% | +75.0% | +70.4% |
| YTD | +120.3% | +27.5% | +92.8% | +82.7% |
| 1Y | +112.2% | +29.6% | +82.6% | +73.8% |
| All | +34.0% | +89.5% | -55.4% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling