+789.7%
VFC vs WST
+12,330.1%
-11,540.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -1.6% | +0.7% | -2.4% | -1.8% |
| 30D | -11.6% | -3.1% | -8.5% | -10.9% |
| 3M | -18.1% | +7.2% | -25.3% | -19.8% |
| 6M | -27.4% | +36.8% | -64.2% | -33.8% |
| YTD | -24.8% | +23.8% | -48.7% | -29.8% |
| 1Y | -8.2% | +37.8% | -46.0% | -16.7% |
| 3Y | -29.1% | -15.9% | -13.2% | -31.2% |
| 5Y | -79.2% | -25.8% | -53.3% | -79.6% |
| 10Y | -68.1% | +319.6% | -387.7% | -81.4% |
| All | +789.7% | +12,330.1% | -11,540.4% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling