+118.1%
VSH vs WTW
-3.2%
+121.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.1% | +6.2% |
| 7D | +4.8% | -5.7% | +10.5% | +2.2% |
| 30D | -0.7% | -7.3% | +6.6% | -3.6% |
| 3M | -43.1% | +21.5% | -64.5% | -36.9% |
| 6M | +91.8% | +9.6% | +82.2% | +112.1% |
| YTD | +131.6% | -3.3% | +134.9% | +158.5% |
| 1Y | +118.1% | -6.1% | +124.2% | +141.7% |
| All | +118.1% | -3.2% | +121.2% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling