+1,357.8%
VSH vs WY
+612.4%
+745.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -5.0% |
| 7D | +14.3% | -0.8% | +15.2% | +14.8% |
| 30D | -7.9% | +10.1% | -18.0% | -13.3% |
| 3M | -19.9% | -15.4% | -4.5% | -14.7% |
| 6M | -30.5% | -8.3% | -22.2% | -29.6% |
| YTD | +85.7% | -9.8% | +95.5% | +88.4% |
| 1Y | +98.9% | -3.9% | +102.8% | +95.5% |
| 3Y | +32.1% | -23.3% | +55.4% | +46.1% |
| 5Y | +39.7% | -31.2% | +70.9% | +61.7% |
| 10Y | +117.6% | +5.5% | +112.0% | +96.6% |
| All | +1,357.8% | +612.4% | +745.3% | +566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling