+209.8%
W vs VSH
+136.0%
+73.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.4% | -8.9% | -3.8% |
| 7D | +3.3% | +3.5% | -0.2% | -0.7% |
| 30D | +10.5% | -22.4% | +32.9% | +25.1% |
| 3M | +9.6% | -25.2% | +34.8% | +23.5% |
| 6M | +76.4% | -22.5% | +98.9% | +74.2% |
| YTD | +16.4% | +84.2% | -67.8% | -41.4% |
| 1Y | +9.3% | +87.1% | -77.7% | -46.2% |
| 3Y | +172.8% | +31.7% | +141.1% | +70.5% |
| 5Y | -53.4% | +42.6% | -95.9% | -71.3% |
| 10Y | +243.6% | +116.6% | +127.0% | +51.0% |
| All | +209.8% | +136.0% | +73.8% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling