+19,578.9%
WELL vs VSH
+1,399.9%
+18,178.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.6% |
| 30D | +9.8% | -21.3% | +31.1% | +12.6% |
| 3M | +5.8% | -18.9% | +24.7% | +7.4% |
| 6M | +16.2% | -21.4% | +37.6% | +15.3% |
| YTD | +34.9% | +86.8% | -52.0% | +16.3% |
| 1Y | +31.0% | +85.8% | -54.7% | +12.8% |
| 3Y | +205.4% | +30.1% | +175.3% | +168.2% |
| 5Y | +220.8% | +42.8% | +178.0% | +175.0% |
| 10Y | +471.8% | +121.2% | +350.6% | +354.8% |
| All | +19,578.9% | +1,399.9% | +18,178.9% | +11,779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling