-68.4%
VFC vs WST
+1.0%
-69.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.9% |
| 7D | +1.6% | +4.2% | -2.6% | +0.6% |
| 30D | +25.5% | +11.2% | +14.3% | +22.2% |
| 3M | +41.3% | +20.4% | +20.9% | +34.8% |
| 6M | +22.2% | +37.9% | -15.7% | +12.5% |
| YTD | +16.4% | +51.8% | -35.4% | +3.8% |
| 1Y | +38.4% | +56.6% | -18.2% | +22.6% |
| 3Y | +56.2% | +24.2% | +32.0% | +34.9% |
| All | -68.4% | +1.0% | -69.3% | -73.5% |
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