+198.7%
WELL vs VSH
+35.1%
+163.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -1.1% | +3.5% | -4.7% | -1.2% |
| 30D | +0.7% | -4.4% | +5.1% | +0.8% |
| 3M | +14.5% | -45.8% | +60.3% | +15.8% |
| 6M | +14.4% | +90.1% | -75.7% | +7.4% |
| YTD | +28.5% | +120.3% | -91.9% | +19.6% |
| 1Y | +41.8% | +112.2% | -70.5% | +32.0% |
| All | +198.7% | +35.1% | +163.6% | +201.9% |
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