-62.1%
W vs VSH
+65.5%
-127.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.3% |
| 7D | +6.5% | +6.2% | +0.3% | +2.1% |
| 30D | -6.2% | -11.1% | +4.9% | +0.8% |
| 3M | +48.9% | -44.9% | +93.8% | +112.2% |
| 6M | +31.2% | +90.0% | -58.8% | -37.0% |
| YTD | -0.4% | +118.8% | -119.2% | -59.0% |
| 1Y | +14.8% | +109.0% | -94.1% | -52.4% |
| 3Y | +40.5% | +35.6% | +4.9% | -11.1% |
| 5Y | -62.1% | +66.7% | -128.8% | -81.6% |
| All | -62.1% | +65.5% | -127.6% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling