+73.1%
VSH vs WTW
+42.0%
+31.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.1% | +6.1% |
| 7D | +4.8% | -5.7% | +10.5% | +5.7% |
| 30D | -0.7% | -7.3% | +6.6% | +0.3% |
| 3M | -43.1% | +21.5% | -64.5% | -45.4% |
| 6M | +91.8% | +9.6% | +82.2% | +88.1% |
| YTD | +131.6% | -3.3% | +134.9% | +136.4% |
| 1Y | +118.1% | -6.1% | +124.2% | +124.6% |
| 3Y | +40.9% | +61.8% | -20.9% | +9.1% |
| All | +73.1% | +42.0% | +31.1% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling