+39.9%
VSH vs GWW
+218.6%
-178.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.7% |
| 7D | +14.3% | +3.6% | +10.8% | +12.2% |
| 30D | -7.9% | +12.1% | -20.0% | -13.8% |
| 3M | -19.9% | +12.9% | -32.8% | -25.6% |
| 6M | -30.5% | +19.3% | -49.8% | -37.9% |
| YTD | +85.7% | +48.7% | +36.9% | +44.3% |
| 1Y | +98.9% | +60.5% | +38.4% | +47.6% |
| 3Y | +32.1% | +93.3% | -61.2% | -11.0% |
| All | +39.9% | +218.6% | -178.8% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling