+11.4%
WBD vs VSH
+196.4%
-185.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -2.7% |
| 7D | -0.7% | +4.8% | -5.5% | -2.4% |
| 30D | +1.4% | -0.7% | +2.1% | +1.1% |
| 3M | +4.4% | -43.1% | +47.4% | +22.5% |
| 6M | +0.8% | +91.8% | -91.0% | -30.2% |
| YTD | -2.7% | +131.6% | -134.3% | -38.8% |
| 1Y | +73.4% | +118.1% | -44.7% | +10.1% |
| 3Y | +142.1% | +40.9% | +101.2% | +76.8% |
| 5Y | +7.2% | +75.8% | -68.5% | -29.5% |
| All | +11.4% | +196.4% | -185.0% | -45.8% |
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