+34.0%
VSH vs WY
-23.0%
+57.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +3.5% | -1.7% | +5.2% | +4.6% |
| 30D | -4.4% | -9.9% | +5.5% | +1.8% |
| 3M | -45.8% | -7.5% | -38.3% | -43.8% |
| 6M | +90.1% | -5.1% | +95.3% | +92.1% |
| YTD | +120.3% | -2.1% | +122.4% | +115.1% |
| 1Y | +112.2% | -7.3% | +119.6% | +116.5% |
| All | +34.0% | -23.0% | +57.0% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling