+682.0%
WDC vs VSH
+124.9%
+557.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | +2.4% |
| 7D | +16.3% | +26.2% | -9.9% | -0.6% |
| 30D | -18.3% | -12.5% | -5.8% | -10.8% |
| 3M | -31.4% | -16.9% | -14.5% | -24.6% |
| 6M | -36.3% | -17.0% | -19.3% | -32.1% |
| YTD | +80.8% | +93.8% | -13.0% | +9.8% |
| 1Y | +87.7% | +99.3% | -11.6% | +11.7% |
| 3Y | +819.4% | +35.0% | +784.4% | +544.3% |
| 5Y | +583.2% | +45.8% | +537.4% | +335.6% |
| All | +682.0% | +124.9% | +557.1% | +279.6% |
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