+65.6%
VSH vs WY
-22.3%
+87.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | +0.7% |
| 7D | +3.1% | -3.7% | +6.8% | +5.5% |
| 30D | -5.7% | -11.3% | +5.6% | +1.2% |
| 3M | -42.5% | -8.1% | -34.3% | -40.3% |
| 6M | +82.7% | -7.4% | +90.1% | +87.6% |
| YTD | +118.2% | -4.7% | +122.9% | +118.0% |
| 1Y | +109.7% | -9.2% | +118.9% | +116.2% |
| 3Y | +35.3% | -24.7% | +60.0% | +57.7% |
| 5Y | +65.6% | -21.6% | +87.2% | +93.2% |
| All | +65.6% | -22.3% | +87.9% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling