+19,622.0%
WELL vs VSH
+1,531.5%
+18,090.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -1.4% |
| 7D | +0.1% | +12.8% | -12.7% | -2.0% |
| 30D | +7.8% | -9.0% | +16.8% | +8.2% |
| 3M | +10.2% | -12.2% | +22.4% | +10.7% |
| 6M | +16.4% | -15.9% | +32.3% | +14.3% |
| YTD | +35.2% | +103.2% | -68.1% | +15.1% |
| 1Y | +30.5% | +108.4% | -78.0% | +10.4% |
| 3Y | +206.1% | +41.6% | +164.5% | +165.5% |
| 5Y | +228.3% | +54.6% | +173.7% | +178.1% |
| 10Y | +468.3% | +138.2% | +330.2% | +347.0% |
| All | +19,622.0% | +1,531.5% | +18,090.5% | +11,659.0% |
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 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