+192.7%
VSH vs WY
+7.6%
+185.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +4.8% | -4.2% | +8.9% | +7.5% |
| 30D | -0.7% | -10.1% | +9.4% | +5.6% |
| 3M | -43.1% | -8.5% | -34.6% | -40.8% |
| 6M | +91.8% | -3.3% | +95.1% | +92.1% |
| YTD | +131.6% | -4.4% | +136.0% | +131.9% |
| 1Y | +118.1% | -11.5% | +129.6% | +128.6% |
| 3Y | +40.9% | -24.3% | +65.2% | +63.2% |
| 5Y | +75.8% | -21.3% | +97.1% | +95.5% |
| All | +192.7% | +7.6% | +185.2% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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