+167.9%
VSH vs IWD
+195.2%
-27.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.2% |
| 7D | +6.2% | -0.2% | +6.4% | +6.4% |
| 30D | -11.1% | -0.8% | -10.3% | -10.3% |
| 3M | -44.9% | +8.0% | -52.9% | -51.0% |
| 6M | +90.0% | +18.2% | +71.8% | +49.8% |
| YTD | +118.8% | +22.3% | +96.5% | +64.8% |
| 1Y | +109.0% | +28.9% | +80.1% | +47.1% |
| 3Y | +35.6% | +71.5% | -35.9% | -32.7% |
| 5Y | +66.7% | +73.6% | -6.9% | -18.1% |
| 10Y | +167.9% | +194.7% | -26.8% | -30.7% |
| All | +167.9% | +195.2% | -27.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IWD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling