+207.2%
VSH vs WU
-21.8%
+229.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.9% |
| 7D | +14.3% | -2.0% | +16.4% | +15.4% |
| 30D | -7.9% | +11.4% | -19.3% | -14.9% |
| 3M | -19.9% | -6.8% | -13.0% | -18.7% |
| 6M | -30.5% | -14.6% | -15.9% | -28.3% |
| YTD | +85.7% | -20.6% | +106.3% | +97.4% |
| 1Y | +98.9% | -15.4% | +114.3% | +103.5% |
| 3Y | +32.1% | -23.6% | +55.7% | +40.9% |
| 5Y | +39.7% | -43.4% | +83.1% | +69.6% |
| 10Y | +117.6% | -38.8% | +156.4% | +144.3% |
| All | +207.2% | -21.8% | +229.0% | +152.6% |
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