+45.8%
VSH vs WCC
+146.1%
-100.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +26.2% | +14.2% | +12.0% | +17.3% |
| 30D | -12.5% | -9.8% | -2.7% | -6.2% |
| 3M | -16.9% | -10.1% | -6.8% | -10.5% |
| 6M | -17.0% | -9.4% | -7.6% | -9.9% |
| YTD | +93.8% | +34.4% | +59.4% | +72.7% |
| 1Y | +99.3% | +23.3% | +76.1% | +85.2% |
| 3Y | +35.0% | +137.9% | -102.9% | -9.7% |
| 5Y | +45.8% | +144.0% | -98.2% | -11.2% |
| All | +45.8% | +146.1% | -100.3% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling