+28.9%
VCIT vs WST
+441.1%
-412.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | +0.1% | -3.1% | +3.2% | +0.2% |
| 30D | +1.9% | +9.1% | -7.2% | +1.7% |
| 3M | -1.4% | +14.7% | -16.1% | -1.8% |
| 6M | -2.1% | +28.0% | -30.1% | -2.8% |
| YTD | -1.6% | +45.6% | -47.3% | -2.7% |
| 1Y | -0.9% | +45.7% | -46.6% | -2.0% |
| 3Y | +20.0% | +21.1% | -1.1% | +18.3% |
| 5Y | +3.1% | +0.3% | +2.8% | +1.3% |
| All | +28.9% | +441.1% | -412.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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