+1,636.0%
VSH vs WY
+688.1%
+947.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.0% |
| 7D | +4.1% | -1.7% | +5.8% | +4.9% |
| 30D | -4.2% | -10.1% | +5.9% | +0.8% |
| 3M | -50.0% | -5.1% | -44.8% | -49.2% |
| 6M | +80.2% | -4.8% | +85.0% | +82.0% |
| YTD | +121.1% | -0.2% | +121.3% | +117.3% |
| 1Y | +112.0% | -6.6% | +118.6% | +114.9% |
| 3Y | +22.5% | -22.7% | +45.3% | +37.3% |
| 5Y | +64.0% | -22.2% | +86.3% | +81.4% |
| 10Y | +170.4% | +7.3% | +163.1% | +145.2% |
| All | +1,636.0% | +688.1% | +947.9% | +669.3% |
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