+112.2%
VSH vs WWD
+41.0%
+71.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +3.5% | +0.6% | +2.9% | +3.2% |
| 30D | -4.4% | -5.1% | +0.7% | -1.9% |
| 3M | -45.8% | -11.2% | -34.6% | -42.4% |
| 6M | +90.1% | -12.0% | +102.2% | +99.9% |
| YTD | +120.3% | +12.0% | +108.3% | +113.1% |
| 1Y | +112.2% | +42.8% | +69.4% | +78.1% |
| All | +112.2% | +41.0% | +71.2% | +78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling