+163.6%
W vs VSH
+183.3%
-19.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | -0.4% |
| 7D | -4.2% | +4.1% | -8.2% | -6.7% |
| 30D | -7.6% | -4.2% | -3.4% | -6.0% |
| 3M | +37.2% | -50.0% | +87.1% | +104.4% |
| 6M | +26.3% | +80.2% | -53.9% | -28.8% |
| YTD | -1.0% | +121.1% | -122.1% | -52.9% |
| 1Y | +20.1% | +112.0% | -91.9% | -42.4% |
| 3Y | +37.8% | +22.5% | +15.3% | -1.8% |
| 5Y | -63.7% | +64.0% | -127.7% | -78.3% |
| 10Y | +156.3% | +170.4% | -14.0% | +4.6% |
| All | +163.6% | +183.3% | -19.7% | +0.4% |
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