+815.8%
WDC vs VSH
+37.0%
+778.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | +2.0% |
| 7D | +16.3% | +26.2% | -9.9% | +1.4% |
| 30D | -18.3% | -12.5% | -5.8% | -11.8% |
| 3M | -31.4% | -16.9% | -14.5% | -25.5% |
| 6M | -36.3% | -17.0% | -19.3% | -30.6% |
| YTD | +80.8% | +93.8% | -13.0% | +26.1% |
| 1Y | +87.7% | +99.3% | -11.6% | +29.1% |
| All | +815.8% | +37.0% | +778.8% | +632.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling