+162.2%
W vs VSH
+172.7%
-10.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | +5.9% | +3.5% | +2.4% | +3.4% |
| 30D | -3.0% | -4.4% | +1.3% | -0.9% |
| 3M | +40.3% | -45.8% | +86.2% | +100.1% |
| 6M | +32.2% | +90.1% | -57.9% | -30.4% |
| YTD | -0.3% | +120.3% | -120.6% | -54.1% |
| 1Y | +16.2% | +112.2% | -96.1% | -46.4% |
| 3Y | +40.7% | +36.6% | +4.1% | -9.0% |
| 5Y | -62.3% | +67.0% | -129.4% | -78.5% |
| 10Y | +162.2% | +179.5% | -17.2% | -6.8% |
| All | +162.2% | +172.7% | -10.5% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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