+179.5%
VSH vs WCC
+506.2%
-326.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.4% |
| 7D | +3.5% | +6.8% | -3.3% | +0.1% |
| 30D | -4.4% | -3.0% | -1.4% | -2.9% |
| 3M | -45.8% | +0.2% | -46.0% | -45.3% |
| 6M | +90.1% | +33.2% | +57.0% | +67.5% |
| YTD | +120.3% | +45.8% | +74.5% | +85.7% |
| 1Y | +112.2% | +68.4% | +43.9% | +66.3% |
| 3Y | +36.6% | +131.1% | -94.5% | -11.0% |
| 5Y | +67.0% | +225.6% | -158.6% | -13.8% |
| 10Y | +179.5% | +534.2% | -354.7% | -10.6% |
| All | +179.5% | +506.2% | -326.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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