+95.9%
VCIT vs WST
+2,227.9%
-2,132.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +0.4% | +1.3% | -0.8% | +0.4% |
| 30D | +2.2% | +8.5% | -6.3% | +2.1% |
| 3M | -1.8% | +17.2% | -19.0% | -2.1% |
| 6M | -1.6% | +36.3% | -37.9% | -2.1% |
| YTD | -1.7% | +48.9% | -50.7% | -2.3% |
| 1Y | -0.8% | +42.9% | -43.7% | -1.4% |
| 3Y | +19.3% | +23.1% | -3.8% | +18.4% |
| 5Y | +3.5% | -4.4% | +7.9% | +2.2% |
| 10Y | +28.6% | +461.3% | -432.7% | +30.7% |
| All | +95.9% | +2,227.9% | -2,132.0% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling