+138.2%
VSH vs WWD
+468.3%
-330.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.4% | +8.0% |
| 7D | +12.8% | +3.7% | +9.0% | +11.2% |
| 30D | -9.0% | +1.8% | -10.8% | -9.2% |
| 3M | -12.2% | -5.0% | -7.2% | -8.8% |
| 6M | -15.9% | -8.4% | -7.5% | -11.0% |
| YTD | +103.2% | +12.3% | +91.0% | +89.4% |
| 1Y | +108.4% | +26.2% | +82.2% | +80.4% |
| 3Y | +41.6% | +154.6% | -113.0% | -18.5% |
| 5Y | +54.6% | +195.3% | -140.7% | -20.8% |
| 10Y | +138.2% | +466.3% | -328.1% | -16.1% |
| All | +138.2% | +468.3% | -330.2% | -16.1% |
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