+442.3%
WELL vs VSH
+115.4%
+326.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.6% |
| 7D | +0.1% | +14.3% | -14.2% | -2.7% |
| 30D | +5.7% | -7.9% | +13.5% | +6.0% |
| 3M | +4.6% | -19.9% | +24.5% | +7.1% |
| 6M | +11.9% | -30.5% | +42.4% | +12.2% |
| YTD | +33.6% | +85.7% | -52.1% | +0.3% |
| 1Y | +29.8% | +98.9% | -69.2% | -4.9% |
| 3Y | +202.2% | +32.1% | +170.1% | +133.9% |
| 5Y | +223.2% | +39.7% | +183.5% | +135.3% |
| All | +442.3% | +115.4% | +326.9% | +228.3% |
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