+105.3%
VSH vs WETO
-99.4%
+204.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.4% | +11.6% | +6.2% |
| 7D | +4.8% | -4.3% | +9.1% | +4.8% |
| 30D | -0.7% | -39.9% | +39.2% | -3.7% |
| 3M | -43.1% | -97.9% | +54.8% | -40.9% |
| 6M | +91.8% | -95.0% | +186.8% | +91.9% |
| YTD | +131.6% | -97.2% | +228.8% | +133.9% |
| 1Y | +118.1% | -98.9% | +217.0% | +121.7% |
| All | +105.3% | -99.4% | +204.7% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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