+32.8%
VSH vs WTW
+61.8%
-29.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -0.9% |
| 7D | +3.1% | -7.8% | +10.9% | +2.1% |
| 30D | -5.7% | -7.9% | +2.2% | -6.6% |
| 3M | -42.5% | +19.9% | -62.4% | -41.0% |
| 6M | +82.7% | +9.8% | +72.9% | +88.7% |
| YTD | +118.2% | -3.3% | +121.6% | +129.9% |
| 1Y | +109.7% | -3.3% | +113.0% | +120.5% |
| All | +32.8% | +61.8% | -29.0% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling