+265.8%
VSH vs WU
-19.6%
+285.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.0% |
| 7D | +4.1% | -0.8% | +4.9% | +4.5% |
| 30D | -4.2% | -1.1% | -3.1% | -3.9% |
| 3M | -50.0% | -3.9% | -46.1% | -50.5% |
| 6M | +80.2% | -20.7% | +100.8% | +97.3% |
| YTD | +121.1% | -18.4% | +139.4% | +137.0% |
| 1Y | +112.0% | -8.1% | +120.1% | +109.1% |
| 3Y | +22.5% | -24.2% | +46.7% | +33.6% |
| 5Y | +64.0% | -50.4% | +114.5% | +121.3% |
| 10Y | +170.4% | -40.0% | +210.4% | +214.7% |
| All | +265.8% | -19.6% | +285.4% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling