+9.2%
WBD vs VSH
+200.2%
-191.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +10.9% | +2.9% | +9.3% |
| 7D | +13.8% | +10.9% | +2.9% | +9.3% |
| 30D | +13.8% | +10.9% | +2.9% | +9.3% |
| 3M | +13.8% | +10.9% | +2.9% | +9.3% |
| 6M | +13.3% | +100.6% | -87.4% | -15.5% |
| YTD | +7.4% | +158.8% | -151.4% | -29.5% |
| 1Y | +63.0% | +133.8% | -70.8% | +10.3% |
| 3Y | +206.7% | +63.1% | +143.7% | +130.5% |
| 5Y | +18.4% | +102.5% | -84.1% | -19.7% |
| All | +9.2% | +200.2% | -191.0% | -40.6% |
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 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