+192.7%
VSH vs WU
-39.1%
+231.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.6% | +5.9% |
| 7D | +4.8% | -3.5% | +8.2% | +6.6% |
| 30D | -0.7% | -2.9% | +2.2% | +0.5% |
| 3M | -43.1% | -2.3% | -40.8% | -44.3% |
| 6M | +91.8% | -25.4% | +117.2% | +115.2% |
| YTD | +131.6% | -21.2% | +152.8% | +151.1% |
| 1Y | +118.1% | -8.9% | +126.9% | +115.3% |
| 3Y | +40.9% | -29.0% | +69.9% | +57.9% |
| 5Y | +75.8% | -50.7% | +126.5% | +136.2% |
| All | +192.7% | -39.1% | +231.8% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling