+4.2%
WBD vs VSH
+67.3%
-63.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -1.7% | +3.5% | -5.2% | -2.8% |
| 30D | +3.9% | -4.4% | +8.2% | +5.0% |
| 3M | +5.1% | -45.8% | +50.9% | +25.2% |
| 6M | +0.6% | +90.1% | -89.6% | -33.1% |
| YTD | -3.2% | +120.3% | -123.5% | -41.2% |
| 1Y | +127.7% | +112.2% | +15.4% | +38.1% |
| 3Y | +146.6% | +36.6% | +110.0% | +78.6% |
| 5Y | +4.2% | +67.0% | -62.8% | -37.6% |
| All | +4.2% | +67.3% | -63.1% | -37.6% |
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