+209.1%
VSH vs WU
-19.5%
+228.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +0.8% |
| 7D | -1.6% | +11.0% | -12.6% | -8.2% |
| 30D | -21.3% | +13.4% | -34.7% | -27.8% |
| 3M | -18.9% | +2.2% | -21.1% | -21.9% |
| 6M | -21.4% | -18.2% | -3.2% | -17.0% |
| YTD | +86.8% | -18.3% | +105.1% | +95.9% |
| 1Y | +85.8% | -12.2% | +97.9% | +86.5% |
| 3Y | +30.1% | -20.8% | +50.9% | +36.3% |
| 5Y | +42.8% | -42.6% | +85.4% | +72.5% |
| 10Y | +121.2% | -35.5% | +156.7% | +141.3% |
| All | +209.1% | -19.5% | +228.7% | +150.7% |
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