+67.0%
VSH vs WWD
+191.3%
-124.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | +3.5% | +0.6% | +2.9% | +3.2% |
| 30D | -4.4% | -5.1% | +0.7% | -1.6% |
| 3M | -45.8% | -11.2% | -34.6% | -42.2% |
| 6M | +90.1% | -12.0% | +102.2% | +102.2% |
| YTD | +120.3% | +12.0% | +108.3% | +104.9% |
| 1Y | +112.2% | +42.8% | +69.4% | +71.2% |
| 3Y | +36.6% | +168.9% | -132.4% | -20.7% |
| 5Y | +67.0% | +192.2% | -125.2% | -9.2% |
| All | +67.0% | +191.3% | -124.3% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling