+1,618.0%
VSH vs GWW
+14,103.4%
-12,485.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | +0.4% |
| 7D | +6.2% | -1.5% | +7.7% | +7.0% |
| 30D | -11.1% | +1.1% | -12.2% | -11.9% |
| 3M | -44.9% | -1.0% | -43.9% | -44.9% |
| 6M | +90.0% | +16.3% | +73.6% | +73.6% |
| YTD | +118.8% | +28.5% | +90.3% | +88.6% |
| 1Y | +109.0% | +30.3% | +78.7% | +78.9% |
| 3Y | +35.6% | +91.6% | -56.0% | -6.6% |
| 5Y | +66.7% | +224.0% | -157.3% | -16.0% |
| 10Y | +167.9% | +551.3% | -383.4% | -14.5% |
| All | +1,618.0% | +14,103.4% | -12,485.4% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling