+42.1%
VSH vs WWD
+187.5%
-145.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.2% |
| 30D | -21.3% | -0.4% | -20.9% | -20.5% |
| 3M | -18.9% | -6.1% | -12.8% | -15.4% |
| 6M | -21.4% | -9.5% | -11.9% | -16.4% |
| YTD | +86.8% | +10.8% | +76.0% | +76.2% |
| 1Y | +85.8% | +23.5% | +62.2% | +64.0% |
| 3Y | +30.1% | +151.3% | -121.1% | -21.0% |
| All | +42.1% | +187.5% | -145.4% | -21.7% |
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