+62.1%
VEA vs WST
-25.8%
+87.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | +1.9% | -0.3% | +2.1% | +1.9% |
| 30D | +0.8% | -4.6% | +5.4% | +1.4% |
| 3M | +5.7% | +5.7% | 0.0% | +4.8% |
| 6M | +13.3% | +37.6% | -24.3% | +8.3% |
| YTD | +18.4% | +23.0% | -4.6% | +14.7% |
| 1Y | +27.0% | +33.8% | -6.9% | +21.3% |
| 3Y | +79.3% | -13.4% | +92.6% | +77.0% |
| 5Y | +62.1% | -27.0% | +89.1% | +56.1% |
| All | +62.1% | -25.8% | +87.9% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling