+1,255.6%
VFC vs WST
+14,518.0%
-13,262.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.4% |
| 7D | +11.2% | -3.1% | +14.3% | +12.1% |
| 30D | +41.5% | +9.1% | +32.4% | +38.3% |
| 3M | +38.9% | +14.7% | +24.2% | +33.8% |
| 6M | +6.1% | +28.0% | -21.9% | -1.0% |
| YTD | +14.5% | +45.6% | -31.1% | +2.3% |
| 1Y | +46.0% | +45.7% | +0.3% | +30.5% |
| 3Y | +36.4% | +21.1% | +15.3% | +19.5% |
| 5Y | -67.5% | +0.3% | -67.9% | -70.7% |
| 10Y | -45.8% | +449.0% | -494.9% | -70.6% |
| All | +1,255.6% | +14,518.0% | -13,262.4% | +248.0% |
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