-39.3%
VG vs WST
-0.6%
-38.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | +16.0% | -3.1% | +19.2% | +16.2% |
| 3M | +9.7% | +7.2% | +2.5% | +9.2% |
| 6M | +29.6% | +36.8% | -7.2% | +25.9% |
| YTD | +112.0% | +23.8% | +88.2% | +107.6% |
| 1Y | +12.8% | +37.8% | -25.0% | +9.0% |
| All | -39.3% | -0.6% | -38.7% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling