+67.0%
VSH vs GWW
+221.1%
-154.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 3M | -45.8% | -3.6% | -42.2% | -45.0% |
| 6M | +90.1% | +15.1% | +75.0% | +73.4% |
| YTD | +120.3% | +27.5% | +92.8% | +88.4% |
| 1Y | +112.2% | +29.6% | +82.6% | +79.7% |
| 3Y | +36.6% | +90.1% | -53.5% | -5.1% |
| 5Y | +67.0% | +222.6% | -155.6% | -10.3% |
| All | +67.0% | +221.1% | -154.1% | -10.3% |
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 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