+66.7%
VSH vs WAB
+231.1%
-164.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.5% |
| 7D | +6.2% | +1.7% | +4.5% | +4.8% |
| 30D | -11.1% | -2.4% | -8.7% | -9.4% |
| 3M | -44.9% | +9.7% | -54.6% | -49.0% |
| 6M | +90.0% | +16.5% | +73.4% | +66.5% |
| YTD | +118.8% | +33.7% | +85.1% | +71.2% |
| 1Y | +109.0% | +49.7% | +59.3% | +49.6% |
| 3Y | +35.6% | +170.9% | -135.3% | -35.8% |
| 5Y | +66.7% | +228.0% | -161.3% | -31.5% |
| All | +66.7% | +231.1% | -164.4% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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