+163.6%
VEA vs WST
+325.7%
-162.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +0.3% | -1.7% | +2.0% | +0.6% |
| 30D | +0.4% | -4.3% | +4.8% | +1.2% |
| 3M | +4.8% | +0.7% | +4.1% | +4.5% |
| 6M | +11.3% | +36.0% | -24.8% | +5.1% |
| YTD | +17.4% | +22.7% | -5.4% | +12.6% |
| 1Y | +26.2% | +34.1% | -7.9% | +18.8% |
| 3Y | +77.7% | -13.6% | +91.3% | +74.0% |
| 5Y | +60.9% | -26.0% | +86.9% | +59.0% |
| 10Y | +163.6% | +335.8% | -172.2% | +70.1% |
| All | +163.6% | +325.7% | -162.1% | +70.1% |
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