+55.6%
VFC vs WST
+47.3%
+8.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +21.5% | +1.3% | +20.2% | +21.1% |
| 30D | +46.7% | +8.5% | +38.2% | +43.7% |
| 3M | +38.4% | +17.2% | +21.2% | +33.0% |
| 6M | +15.2% | +36.3% | -21.0% | +6.3% |
| YTD | +17.8% | +48.9% | -31.1% | +8.3% |
| 1Y | +55.6% | +42.9% | +12.7% | +49.8% |
| All | +55.6% | +47.3% | +8.3% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling