+209.6%
WELL vs VSH
+67.2%
+142.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.3% |
| 7D | -0.8% | +4.1% | -4.9% | -1.1% |
| 30D | -0.1% | -4.2% | +4.1% | +0.1% |
| 3M | +18.0% | -50.0% | +68.0% | +23.7% |
| 6M | +15.0% | +80.2% | -65.2% | +2.9% |
| YTD | +28.6% | +121.1% | -92.5% | +11.9% |
| 1Y | +42.9% | +112.0% | -69.1% | +24.5% |
| 3Y | +203.0% | +22.5% | +180.5% | +191.8% |
| All | +209.6% | +67.2% | +142.3% | +163.6% |
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 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