+90.9%
VSH vs IWD
+205.9%
-115.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.3% |
| 7D | -12.9% | -0.5% | -12.5% | -12.2% |
| 30D | -36.9% | +2.7% | -39.5% | -39.3% |
| 3M | -28.8% | +0.9% | -29.6% | -29.7% |
| 6M | -30.3% | +10.5% | -40.8% | -39.6% |
| YTD | +62.4% | +23.7% | +38.7% | +20.4% |
| 1Y | +62.5% | +28.7% | +33.8% | +14.1% |
| 3Y | +7.4% | +79.7% | -72.3% | -50.0% |
| 5Y | +25.4% | +69.7% | -44.3% | -36.5% |
| All | +90.9% | +205.9% | -115.0% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling