+298.2%
WBD vs VSH
+331.2%
-33.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.9% | -1.9% |
| 7D | -1.8% | +4.1% | -5.9% | -3.2% |
| 30D | +8.8% | -4.2% | +12.9% | +9.7% |
| 3M | +4.6% | -50.0% | +54.6% | +26.7% |
| 6M | +1.1% | +80.2% | -79.1% | -24.8% |
| YTD | -2.0% | +121.1% | -123.1% | -33.1% |
| 1Y | +140.0% | +112.0% | +28.0% | +64.4% |
| 3Y | +144.4% | +22.5% | +121.9% | +97.0% |
| 5Y | -0.2% | +64.0% | -64.3% | -27.8% |
| 10Y | +9.1% | +170.4% | -161.3% | -37.9% |
| All | +298.2% | +331.2% | -33.0% | +41.8% |
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 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