-51.4%
VG vs WST
+14.8%
-66.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.7% |
| 7D | -22.0% | -5.8% | -16.2% | -21.7% |
| 30D | -14.7% | +5.3% | -20.1% | -15.0% |
| 3M | -7.1% | +11.8% | -18.9% | -7.7% |
| 6M | -11.2% | +26.7% | -37.9% | -12.7% |
| YTD | +69.8% | +43.0% | +26.8% | +64.8% |
| 1Y | +49.9% | +38.9% | +11.0% | +45.9% |
| All | -51.4% | +14.8% | -66.2% | -55.3% |
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