+175.8%
VSH vs WCN
+235.2%
-59.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +3.1% | -4.4% | +7.5% | +5.0% |
| 30D | -5.7% | -4.4% | -1.3% | -4.0% |
| 3M | -42.5% | +0.5% | -42.9% | -43.7% |
| 6M | +82.7% | -3.3% | +85.9% | +80.7% |
| YTD | +118.2% | -8.5% | +126.7% | +121.6% |
| 1Y | +109.7% | -8.9% | +118.6% | +112.5% |
| 3Y | +35.3% | +18.0% | +17.2% | +12.1% |
| 5Y | +65.6% | +25.0% | +40.6% | +29.4% |
| All | +175.8% | +235.2% | -59.4% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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