+143.4%
VSH vs WTW
+1,139.1%
-995.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.4% |
| 7D | +6.2% | -2.7% | +8.9% | +7.6% |
| 30D | -11.1% | -5.6% | -5.5% | -8.8% |
| 3M | -44.9% | +26.5% | -71.4% | -52.3% |
| 6M | +90.0% | +8.1% | +81.8% | +75.5% |
| YTD | +118.8% | -0.3% | +119.1% | +109.1% |
| 1Y | +109.0% | -0.9% | +109.8% | +99.3% |
| 3Y | +35.6% | +66.6% | -31.0% | -6.3% |
| 5Y | +66.7% | +54.0% | +12.7% | +18.7% |
| 10Y | +167.9% | +198.1% | -30.2% | +27.2% |
| All | +143.4% | +1,139.1% | -995.7% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling