+98.0%
VCIT vs WST
+1,836.0%
-1,738.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.3% | +0.7% | -1.1% | -0.4% |
| 30D | -0.8% | -3.1% | +2.4% | -0.7% |
| 3M | -1.0% | +7.2% | -8.2% | -1.1% |
| 6M | -1.8% | +36.8% | -38.7% | -2.3% |
| YTD | -0.7% | +23.8% | -24.5% | -1.0% |
| 1Y | +1.0% | +37.8% | -36.8% | +0.5% |
| 3Y | +18.8% | -15.9% | +34.7% | +18.6% |
| 5Y | +3.5% | -25.8% | +29.3% | +2.4% |
| 10Y | +29.2% | +319.6% | -290.4% | +31.4% |
| All | +98.0% | +1,836.0% | -1,738.1% | +113.0% |
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 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