+957.1%
WDC vs VSH
+64.5%
+892.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.8% |
| 7D | +4.4% | +3.1% | +1.3% | +2.6% |
| 30D | +5.3% | -5.7% | +11.0% | +9.2% |
| 3M | -5.9% | -42.5% | +36.5% | +30.9% |
| 6M | +73.2% | +82.7% | -9.4% | +19.5% |
| YTD | +167.8% | +118.2% | +49.6% | +68.4% |
| 1Y | +386.0% | +109.7% | +276.3% | +208.0% |
| 3Y | +1,309.7% | +35.3% | +1,274.4% | +1,004.3% |
| 5Y | +957.1% | +65.6% | +891.5% | +557.0% |
| All | +957.1% | +64.5% | +892.6% | +557.0% |
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