+29.1%
VCIT vs WST
+431.2%
-402.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.3% |
| 7D | +0.5% | -5.8% | +6.3% | +0.6% |
| 30D | +2.1% | +5.3% | -3.2% | +1.9% |
| 3M | -1.6% | +11.8% | -13.4% | -1.9% |
| 6M | -1.6% | +26.7% | -28.3% | -2.2% |
| YTD | -1.5% | +43.0% | -44.5% | -2.5% |
| 1Y | -0.4% | +38.9% | -39.2% | -1.3% |
| 3Y | +19.6% | +18.2% | +1.4% | +18.0% |
| 5Y | +3.3% | -1.5% | +4.8% | +1.5% |
| All | +29.1% | +431.2% | -402.1% | +25.0% |
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