+161.1%
VEA vs WST
+452.9%
-291.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.3% | +1.1% | -2.3% | -1.4% |
| 30D | 0.0% | +12.4% | -12.4% | -2.0% |
| 3M | -3.6% | +17.6% | -21.1% | -6.3% |
| 6M | -0.5% | +28.3% | -28.8% | -4.9% |
| YTD | +13.0% | +50.5% | -37.5% | +4.6% |
| 1Y | +16.3% | +49.4% | -33.1% | +7.7% |
| 3Y | +74.4% | +21.9% | +52.5% | +59.3% |
| 5Y | +55.8% | +0.4% | +55.5% | +45.2% |
| 10Y | +161.1% | +451.5% | -290.4% | +57.4% |
| All | +161.1% | +452.9% | -291.8% | +57.4% |
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