+179.5%
VSH vs WWD
+479.8%
-300.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | +3.5% | +0.6% | +2.9% | +3.1% |
| 30D | -4.4% | -5.1% | +0.7% | -1.5% |
| 3M | -45.8% | -11.2% | -34.6% | -42.1% |
| 6M | +90.1% | -12.0% | +102.2% | +102.8% |
| YTD | +120.3% | +12.0% | +108.3% | +103.8% |
| 1Y | +112.2% | +42.8% | +69.4% | +69.5% |
| 3Y | +36.6% | +168.9% | -132.4% | -24.5% |
| 5Y | +67.0% | +192.2% | -125.2% | -14.7% |
| 10Y | +179.5% | +495.3% | -315.8% | -7.9% |
| All | +179.5% | +479.8% | -300.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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